Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Plotting regression betas after a cross sectional regression on a line graph with confidence interval of beta

    Dear Stata Members

    I have to run a regression for sample firms each year and would like to plot the coefficient of the variable of interest (size_w) on a line graph with year on X-axis and Beta on the Y axis.
    Here is the sample data set

    Code:
    clear
    input float(lever_w size_w) byte ff48 int year float cash_ta_w long co_code
      .5504084  7.692159 28 2011   .05111587   11
      .5697871  7.931967 28 2012  .032819852   11
      .5391156  8.025386 28 2013  .020898744   11
     .51597077  8.138857 28 2014  .026861314   11
      .4759782  8.160204 28 2015   .05258796   11
      .4625662  8.169874 28 2016   .02657873   11
     .39045715  8.268808 28 2017  .031279646   11
     .33070305  8.310906 28 2018    .0259587   11
      .2839154  8.385649 28 2019   .02577731   11
     .54094803  7.413488 40 2011   .05300929  289
      .5555683  7.465369 40 2012   .04494704  289
     .51333773  7.327781 40 2013  .031471748  289
     .48577145  7.207416 40 2014   .03045798  289
      .4761355  9.358657 34 2011   .10787322  363
      .4731195  9.282261 34 2012   .10798738  363
     .53195494  9.338382 34 2013  .036310047  363
      .4994195  9.323365 34 2014   .05214083  363
     .51551414   9.20133 34 2015   .06346932  363
      .5284721   9.21132 34 2016   .02390657  363
      .5849603  9.158089 34 2017   .02768968  363
      .4416465  9.171402 34 2018  .021095643  363
       .689352   9.14435 34 2019  .018469458  363
      .4542443  6.180017 41 2016    .2031056  414
     .00850711  5.964607 41 2017      .15434  414
     .00850711  5.776723 41 2018    .1877905  414
             .  7.591811 34 2018  .037186537  415
             .  7.536204 34 2019   .19144396  415
      .4651715  6.630683 34 2013   .05237467  771
      .5203515  6.897806 34 2014   .05272195  771
       .461695  7.113387 34 2015   .09020597  771
      .5473848  7.495042 34 2016    .0590851  771
      .5459776  7.675732 34 2017   .04876125  771
      .4951338  7.772121 34 2018   .04284811  771
      .4645513  7.871731 34 2019   .07402464  771
     .19831736  7.452112  2 2011   .12091674  783
      .2092255  7.504777  2 2012   .11058512  783
     .19775394  7.699978  2 2013   .06049903  783
     .13007422  7.688272  2 2014   .05782094  783
     .08677534  7.688822  2 2015   .04982141  783
    .033318035  7.686621  2 2016   .04272602  783
    .025697127  7.672339  2 2017   .06438248  783
    .014560171  7.673084  2 2018    .1478811  783
     .00850711  7.622028  2 2019   .09007686  783
    .016338103   9.46848 19 2011   .11823687 1120
    .032134537   9.61161 19 2012   .10049406 1120
     .08688986  9.826855 19 2013   .15157142 1120
     .05394961 10.014935 19 2014   .09836344 1120
     .03865692  10.14689 19 2015   .07438185 1120
     .06567325 10.239388 19 2016   .04435749 1120
       .043705  10.37602 19 2017   .07723886 1120
     .03458266 10.482662 19 2018  .074247785 1120
    .031668555 10.609154 19 2019    .0534072 1120
      .1482503  7.934478 16 2017  .005659229 2248
     .15626974   8.00933 16 2018  .006746652 2248
      .3987688 10.212482 32 2011   .12426444 2717
      .5396248 10.179546 32 2012    .1513136 2717
       .521483 10.359493 32 2013   .11858267 2717
      .5139446 10.229534 32 2014   .12629558 2717
      .4747386  10.36415 32 2015   .14045896 2717
     .31001255 10.589538 32 2016   .08608635 2717
     .26234335 10.676764 32 2017  .067519516 2717
      .2209677  11.94411 32 2018   .03809224 2717
     .19191967 11.893708 32 2019   .01249462 2717
     .24950735  6.491785 34 2011   .09837805 2842
      .3842184  6.770675 34 2012   .10597546 2842
      .3622974  6.984253 34 2013   .08661418 2842
      .3780394  7.066552 34 2014  .071069025 2842
      .3651952  7.071573 34 2015   .08488964 2842
     .19154836  6.804171 34 2016   .14551908 2842
    .012137886  6.426327 34 2017   .11506715 2842
     .11468551  6.541318 34 2018   .02524524 2842
      .1701168  6.762383 34 2019   .12085116 2842
      .3992996  7.243656 17 2011  .018939395 3335
      .1974824  7.581821 17 2012   .03995515 3335
     .15542907  7.733684 17 2013   .03975482 3335
     .02286336  7.778254 17 2014   .06528202 3335
    .028543843  7.775822 17 2015   .06325819 3335
     .03890818  7.826403 17 2016   .04469452 3335
     .05525101  7.927613 17 2017   .04562175 3335
     .10858244  8.108293 17 2018   .02721334 3335
      .2077677 8.2735405 17 2019  .029932633 3335
      .5109358  8.563141 13 2011  .010066666 3990
      .4456229  9.215437 13 2015  .003561799 3990
     .43831205  9.308274 13 2016  .004379403 3990
      .4056455  9.385167 13 2017  .003509538 3990
      .3955588   9.53976 13 2018  .003071589 3990
      .3502277  9.585972 13 2019  .003818917 3990
     .37776425  9.546169 14 2011  .009198771 3998
      .3780212  9.717851 14 2012  .006357042 3998
     .39086115  9.987824 14 2013  .005707746 3998
      .3920296 10.192468 14 2014  .005565272 3998
       .409129  10.28826 14 2015  .011471606 3998
      .4354037 10.297828 14 2016  .009771438 3998
      .4468606 10.463384 14 2017  .008140578 3998
      .4743695     10.69 14 2018  .007309658 3998
      .4099103 10.978138 14 2019   .09969033 3998
      .4125189  9.126492 16 2018   .02510956 4024
      .4504824  9.173573 16 2019  .018196907 4024
     .17944816   6.26435 34 2016   .07611798 4030
      .1738609  6.726233 34 2017    .0796163 4030
     .03812203  6.938188 34 2018   .15491317 4030
     .07597651  6.977934 34 2019    .0833411 4030
      .7519063 11.947165 18 2011   .03693318 4253
      .7519063 11.947165 18 2012  .007707307 4253
      .7519063 11.947165 18 2013  .008147407 4253
      .7336145 11.947165 18 2014  .007306811 4253
       .674849 11.947165 18 2015  .005536846 4253
      .7137975 11.947165 18 2016  .006505417 4253
      .7519063 11.947165 18 2017  .005051875 4253
      .7519063 11.947165 18 2018   .00497352 4253
      .7519063  11.82667 18 2019  .005320268 4253
      .3638019 10.181612  4 2016  .005485935 4671
       .324754 10.113408  4 2017  .006055546 4671
     .24909975  10.07854  4 2018    .0102828 4671
      .1459749 10.048293  4 2019  .008223634 4671
      .6662203  10.44225 16 2012  .006718654 4709
      .6553847 10.439264 16 2013  .009822827 4709
      .5561621 10.418832 16 2014  .007469172 4709
     .54422885  10.76657 16 2015  .003587919 4709
      .5054402  11.14619 16 2016   .01182409 4709
      .4432106 11.071162 16 2017   .02063145 4709
      .4445682  11.04983 16 2018   .02646457 4709
      .3930347 11.034452 16 2019 .0041502016 4709
     .10918014  7.997966 34 2011   .09724697 5003
     .29134154  8.149081 34 2012  .033841975 5003
      .3004852  8.190493 34 2013   .07431027 5003
      .4097476   8.24273 34 2014   .05250138 5003
      .4219355  8.456126 34 2015    .1004507 5003
      .5785052  8.210152 34 2016   .11467877 5003
      .6178731  8.331225 34 2017   .13539684 5003
      .6006519  8.018691 34 2018   .07253391 5003
      .4547431  8.271267 34 2019   .05491189 5003
    .018213866   5.42759 34 2011   .03760282 5284
    .009815243   5.42759 34 2012   .05369515 5284
     .01208981   5.42759 34 2013     .054692 5284
     .00850711   5.42759 34 2014   .06915478 5284
             .   5.42759 34 2015   .04951006 5284
     .00850711   5.42759 34 2016   .04160548 5284
             .   5.42759 34 2017   .03330373 5284
             .  5.483136 34 2018   .03075644 5284
    .013277693  5.574433 34 2019   .04248862 5284
      .3480836   6.41001 17 2011  .020891594 5574
      .3784089  6.429235 17 2012   .03227368 5574
     .39252335  6.674309 17 2013    .0276585 5574
      .3991644  6.888878 17 2014   .02455926 5574
      .4926058  7.300406 17 2015   .04517523 5574
     .33564585  7.602701 17 2016   .14199442 5574
      .3323925   7.78705 17 2017    .0922713 5574
      .3418147  7.893721 17 2018  .065064915 5574
      .3234833  8.004666 17 2019   .04671274 5574
      .5204021 11.947165 41 2011   .04444273 5747
      .6293864 11.947165 41 2012   .06337027 5747
      .6302891 11.947165 41 2013   .06580773 5747
      .5998325 11.947165 41 2014  .032282833 5747
      .6428508 11.947165 41 2015  .028606923 5747
      .4589231 11.947165 41 2016   .03685624 5747
       .436603 11.947165 41 2017  .035921726 5747
      .3116025 11.947165 41 2018  .033290636 5747
     .26978314 11.947165 41 2019   .03964467 5747
      .6948834 11.947165 49 2011  .027347596 5757
      .7510648 11.947165 49 2012   .07134924 5757
      .7519063 11.947165 49 2013   .03422966 5757
      .7093325 11.947165 49 2014  .015123734 5757
      .6998872 11.947165 49 2015  .013917328 5757
      .6356643 11.947165 49 2016  .010745073 5757
      .6636555 11.947165 49 2017  .008420561 5757
      .7051849 11.947165 49 2018  .012261825 5757
      .6302482 11.947165 49 2019  .013685726 5757
      .1730994   5.42759 41 2017  .008187135 5838
     .12154696   5.42759 41 2018  .003314917 5838
     .29709467   5.42759 41 2019  .002948099 5838
             .   7.09465 22 2014   .20912485 6584
             .  7.167964 22 2015   .21629797 6584
     .00850711  7.199977 22 2016   .21629797 6584
     .01701869  7.182504 22 2017   .18963684 6584
      .0165893  7.180907 22 2018    .2028765 6584
     .02165312  7.237131 22 2019   .18696496 6584
         .3712   5.42759 14 2016       .0848 6585
      .2507317   5.42759 14 2017    .0497561 6585
      .0801282   5.42759 14 2018    .0977564 6585
      .0673516   5.42759 14 2019   .06849315 6585
      .4224311   7.34116 14 2011   .09646678 6819
      .4634391 8.2886095 14 2013  .009551818 6819
     .41481665  8.309677 14 2014   .00679301 6819
      .2757323 8.3361025 14 2015  .010451124 6819
     .22421573  8.416311 14 2016   .05851511 6819
     .09270376  8.670841 14 2017  .013738337 6819
     .09099706  8.900767 14 2018    .0837331 6819
     .04310589  9.002886 14 2019   .02880699 6819
    .036216702  7.890882 22 2013  .020053875 6923
     .05898787  8.055095 22 2014    .0707664 6923
     .00850711  8.065862 22 2015   .06426082 6923
     .00850711  8.226359 22 2016   .04058103 6923
     .08505154  8.340551 22 2017   .05634307 6923
     .17396885  8.449856 22 2018   .04481859 6923
     .13776949  8.458992 22 2019   .07090921 6923
      .2255373  8.614955 40 2011   .15741363 7068
      .7127093 10.295435 40 2012   .21629797 7068
      .3287078  9.219914 40 2013   .20260097 7068
       .270276  9.095569 40 2014   .08138452 7068
     .23166804  9.149942 40 2015    .1119621 7068
      .2082776  9.109823 40 2016    .1069142 7068
     .14068018  9.921451 40 2017  .030585635 7068
      .1372827 10.005457 40 2018   .07314309 7068
      .0975527  10.10545 40 2019   .16870405 7068
     .10389227  6.925005 16 2011   .02486731 7077
    .017583195  6.742173 16 2012   .05853198 7077
       .084119  6.861292 16 2013   .02765556 7077
      .0899088  6.916517 16 2014   .02825139 7077
      .1970248  7.098376 16 2015  .034297522 7077
      .3171595  7.148031 16 2016   .02728846 7077
     .18523507  7.804007 16 2017  .014079334 7077
     .24368845   7.86722 16 2018   .01674137 7077
     .09921045  8.865015  9 2013   .10389977 7633
     .15525705  8.982875  9 2014    .1113301 7633
      .1780412  9.233266  9 2015   .17033982 7633
     .22957626  9.240899  9 2016    .0787756 7633
      .5346775  9.313348  9 2017   .06985115 7633
      .4951785  8.995661  9 2018   .06676996 7633
     .58521026 9.1949625  9 2019   .08248878 7633
             .  7.942611  2 2011    .1590223 8183
             .   7.96419  2 2012   .14255415 8183
             .  8.113966  2 2013  .032836445 8183
     .03893272  8.256556  2 2014  .016455565 8183
     .05951943  8.376735  2 2015   .02221046 8183
      .1848452 8.5515175  2 2016   .01287056 8183
     .04137121   8.35679  2 2017  .010237144 8183
             .  8.411943  2 2018  .068459064 8183
             . 8.4857645  2 2019  .010050978 8183
      .1763868   9.35725 18 2011   .12992014 8312
     .21140324  9.371251 18 2012   .08415774 8312
     .25428674  9.286829 18 2013    .0858183 8312
      .2266215  9.262895 18 2014   .05998331 8312
     .16589355  9.254884 18 2015   .08637559 8312
      .1230484  9.358717 18 2016    .0833829 8312
    .072696775   9.42563 18 2017   .11173824 8312
     .02358453  9.444258 18 2018   .10841762 8312
     .04078949  9.614592 18 2019   .14646438 8312
    .024087144  6.479738  9 2014  .036514267 8523
    .025539907  6.277583  9 2015   .03079812 8523
     .00850711  6.369901  9 2016   .04332191 8523
    .012088436  6.443654  9 2017  .006998568 8523
    .017797846  6.623932  9 2018  .024970114 8523
     .00850711  7.004428  9 2019   .03368134 8523
     .25019747  6.227327 34 2017   .21629797 8628
      .1524776  6.902642 34 2018  .018996883 8628
     .11357084  6.878532 34 2019   .02780066 8628
      .3596167  8.575688 13 2011  .027861614 8893
     .30688825  8.780373 13 2012   .01933808 8893
      .1736542  8.880307 13 2013   .07369592 8893
    end
    
     xtset co_code year
     reg lever_w size_w cash_ta_w i.ff48 if year==2011
     reg lever_w size_w cash_ta_w i.ff48 if year==2012
     reg lever_w size_w cash_ta_w i.ff48 if year==2013
    I want the plot coefficient of size_w for each year on a line graph with year on X-axis and Beta on the Y axis.

  • #2
    Have you checked -coefplot-?
    You can also use -metan- or -meta- to plot the coefficients along with 95% CI.

    Comment

    Working...
    X