Plotting coefficients using Marginsplot

[Said Kaawach]

Dear Users,

This is a repost as I believe in my previous post I did not clarify exactly what I wanted.

I have a panel dataset at investor-bid level. I want to check if there is a nonlinear relationship between PercentAutoBid and Man2Auto. I then test for this using the nlcom command. Based on the nlcom command and the marginsplot it shows the nonlinearity between the two variables.

    g PercentAutoBid_2 = PercentAutoBid*PercentAutoBid
    g inter2 = sharpe_ratio*PercentAutoBid
    g inter3 = sharpe_ratio*PercentAutoBid_2

    eststo: reghdfe Man2Auto l.sharpe_ratio l.PercentAutoBid l.c.PercentAutoBid#l.c.PercentAutoBid ///
        l.inter2 l.inter3, a(LenderId hour LoanId) cluster(interaction)
            estadd local LenderId "Yes", replace
            estadd local hour "Yes", replace
            estadd local LoanId "Yes", replace
    est store AutoSwitching

    nlcom -_b[l.PercentAutoBid]/(2*_b[l.c.PercentAutoBid#l.c.PercentAutoBid])

    margins, at(l.PercentAutoBid = (0(0.1)1))
    marginsplot, /*
    */ plot1opts(lc(black) lp(longdash_dot)) ciopt(color(black)) plotopts(mcolor("black")) /*
    */ xline(.786, lstyle(grid) lp(longdash_dot) lc(maroon)) xti("Lag (Share Auto Bidding)") /*
    */ text(0.04 0.77 "Turning Point at 0.786", place(s) orient(vertical) color(black) size(small)) /*
    */ yti("Pr(Switch to Automatic = 1)") title("Panel B: Switching to Automatic") /*
    */ name(plot1, replace)

I want to add extra coefficients to my plot which are the l.sharpe_ratio coefficients (from the regression). These coefficients I want to plot them at different Lag Share Auto Bidding Levels (PercentAutoBid).

Is this possible using a marginsplot? Using addplot did not work I want the coefficients from the regression itself.

Best

[William Lisowski]

The earlier topic is at

https://www.statalist.org/forums/for...ng-marginsplot

[Andrew Musau]

I want to add extra coefficients to my plot which are the l.sharpe_ratio coefficients (from the regression). These coefficients I want to plot them at different Lag Share Auto Bidding Levels (PercentAutoBid).

Best

I find it hard to follow this. Coefficients from what regression? Show us the regression and tell us how you match a particular lag of share auto bidding to a particular coefficient. I do not think the problem is one of method here, but your description is too vague to decipher.