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  • How to generate non-linear moderation plot with confidence intervals after using -xtivreg, fe-

    Dear all,

    Many thanks for your time.

    I am running moderation analyses with panel data, where the independent variable is endogenous and is treated with instruments.

    My command looks like this: xtivreg Sales (X1 = Z1) X2 W1 X2*W1 X2*X2 X2*X2*W1 C1 C2 C3, fe

    Normally, after xtreg command, we can use the following commands to generate moderation plot, with detailed confidence intervals for each of the X2 effects at different levels of W1, i.e., a spotlight analysis:
    margins, at(X2=(0(1)5) W1=(-1 0 1))
    marginsplot

    However, this approach does not seem applicable to xtivreg command, especially if I am interested in the "X1 is moderated by W2" senario.

    If I manually calculate the predicted values of DV against the IV at different levels of W, and generate the moderation plot via "twoway" command, I will not be able to obtain the confidence intervals of the IV.

    Can anyone help me on this issue, how to generate non-linear moderation plot with confidence intervals after using -xtivreg, fe-?

    Much appreciated for your help.

    Best regards,
    Chuanqi

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