Combine multiple models using coefplot

[Nicolas Orgeira]

Hi,

I'd like to create a coefficient plot similar to the one below but using one color when "XXX = 2" (i.e. rep78=2), another when "XXX = 3" (i.e. rep78=3) and so on.

sysuse auto, clear

gen mpg2 = inrange(mpg, 26.5, 41)
la var mpg2 "High mpg"
gen mpg3 = inrange(mpg, 33.75, 41)
la var mpg3 "Very high mpg"
gen headroom2 = inrange(headroom, 3.25, 5)
la var mpg2 "High headroom"
gen headroom3 = inrange(headroom, 4.125, 5)
la var mpg3 "Very high headroom"
gen trunk2 = inrange(trunk, 14, 23)
la var mpg2 "High trunk"
gen trunk3 = inrange(trunk, 18.5, 23)
la var mpg3 "Very high trunk"

global mpg "mpg2 mpg3"
global headroom "headroom2 headroom3"
global trunk "trunk2 trunk3"

foreach var of varlist $mpg $headroom $trunk {
            
    local lbl : variable label `var'
    cap gen i_`var' = rep78
    label var i_`var' "`lbl'"
    qui tab i_`var'
    reghdfe  `var' i.i_`var' weight turn gear_ratio, absorb(foreign)
    est sto `var'
}

coefplot     ($mpg \ $headroom \ $trunk)                                             ///
            , keep(2.i* 3.i* 4.i* 5.i*)                                          ///
            headings(2.i_mpg2 = "{bf: Mpg }"                                    ///
                2.i_headroom2 = "{bf: Headroom }"                                ///
                2.i_trunk2 = "{bf: Trunk }"                                        ///
                )                                                                ///
            xline(0)                                                             ///
            byopts(compact) eqstrict                                             ///
            legend(order(1 "Controls")                                            ///
                position(6)) scale(0.9)                                            ///
            ysize(14)

And would also like a compact display of all coefficients for the same variable as below using the code below

sysuse auto, clear

global varlist "mpg headroom trunk"

gen rep78_2 = inrange(rep78, 4, 5)

gen mpg2 = inrange(mpg, 26.5, 41)
la var mpg2 "High mpg"
gen mpg3 = inrange(mpg, 33.75, 41)
la var mpg3 "Very high mpg"
gen headroom2 = inrange(headroom, 3.25, 5)
la var headroom2 "High headroom"
gen headroom3 = inrange(headroom, 4.125, 5)
la var headroom3 "Very high headroom"
gen trunk2 = inrange(trunk, 14, 23)
la var trunk2 "High trunk"
gen trunk3 = inrange(trunk, 18.5, 23)
la var trunk3 "Very high trunk"

* Preparing variable names
foreach l in varlist {
            
    forvalues k = 2/3 {
        
        global `l'`k' = ""
        foreach var in ${`l'} {
            global `l'`k' = " ${`l'`k'} `var'`k'"
        }
        forvalues j=1/2 {
            global `l'`k'_`j' = ""
            
            foreach var in ${`l'} {
                global `l'`k'_`j' = " ${`l'`k'_`j'} `var'`k'_`j'"
            }            
        }
    }
}


foreach var of varlist $varlist2 $varlist3 {
            
    local lbl : variable label `var'
    cap gen i_`var' = rep78_2
    label var i_`var' "`lbl'"
    qui tab i_`var'
    reghdfe  `var' i_`var', absorb(foreign)
    est sto `var'_1
    reghdfe  `var' i_`var' weight turn gear_ratio, absorb(foreign)
    est sto `var'_2
}

coefplot    ($varlist2_1 \ $varlist3_1 \                                        ///
            , pstyle(p4) mcolor(blue) ciopts(lcolor(blue) recast(rcap)))         ///
            ($varlist2_2 \ $varlist3_2 \                                        ///
            , pstyle(p4) mcolor(green) ciopts(lcolor(green) recast(rcap)))         ///            
            , keep(i_* )                                                         ///
            headings(i_mpg2 = "{bf: Mpg }"                                           ///
                i_headroom2 = "{bf: Headroom }"                                 ///
                i_trunk2 = "{bf: Trunk }"                                          ///
                )                                                               ///
            xline(0)                                                            ///
            byopts(compact) eqstrict                                            ///
            legend(order(1 "No controls" 3 "Controls")                            ///
                position(6)) scale(0.9)                                         ///
            ysize(14)

Any help would be greatly appreciated. Thank you