Plot only interaction terms in coefplot

[Johannes Hansen]

Hello,

I use coefplot from SSC.

I have four regressions and I am trying to plot only the coefficients of the interaction terms, using coefplot.

sysuse auto, clear

reg price c.turn##i.foreign, r
eststo m4
reg price c.weight##i.foreign, r
eststo m3
reg price c.headroom##i.foreign, r
eststo m2
reg price c.mpg##i.foreign, r
eststo m1

coefplot (m1,label("Mileage")) (m2,label("Headroom")) (m3,label("Weight")) (m4,label("Turn")), keep(c.turn##i.foreign c.weight##i.foreign c.headroom##i.foreign c.mpg##i.foreign) vertical

When I run the do-file Stata stops before plotting the coefplot and types:

coefplot (m1,label("Mileage")) (m2,label("Headroom")) (m3,label("Weight")) (m4,label("Turn")), keep(c.turn##i.foreign c.weight##i.foreign c.headroom##i.fo
> reign c.mpg##i.foreign) vertical
(m1: no coefficients found, all dropped, or none kept)
(m2: no coefficients found, all dropped, or none kept)
(m3: no coefficients found, all dropped, or none kept)
(m4: no coefficients found, all dropped, or none kept)
(nothing to plot)

Is there a solution or any other way to this? It works when I want to plot the independent variables (i.e. turn weight headroom mpg).

Thanks in advance for any help.

[Andrew Musau]

Thanks for the data example. You can refer to them collectively as highlighted:

coefplot (m1,label("Mileage")) ..., keep(*#*) vertical

Note that the double hash adds both main effects and interactions with factor variable notation, but the interactions themselves are indicated with a single hash.

[Johannes Hansen]

Thank you very much Andrew. That solved my issue.

[Poovitha Murugasamy]

Hello

I am using coefplot command to plot the coefficients on the interaction terms.

I am running the following code:

reghdfe l_mkt_pen_wld_dual i.India##ib2.inc_grp##(c.L1.l_bias_dual c.l_initial_con_bias) [pweight = avg_weight_dual] if avg_weight_cum_dual <= 99, absorb(imp_fe#year exp_fe#year) vce(cluster id#year)
estimates store m1
coefplot (m1,label("Market Share Gains")), keep(*inc_grp#*)

This code plots all the double as well as triple interaction terms involving the factor variable inc_grp.

I tried running the following code:
coefplot, keep(i.India##ib2.inc_grp#c.L1.l_con_bias_dual)
But Stata gave me this error:

(.: no coefficients found, all dropped, or none kept)
(nothing to plot)

I want to plot the triple interaction terms corresponding to i.India##ib2.inc_grp##c.L1.l_bias_dual
I am not able to find the syntax on the help file for coefplot. Is there any way to do this?

Thanks in advance for any help.

[Andrew Musau]

I want to plot the triple interaction terms corresponding to i.India##ib2.inc_grp##c.L1.l_bias_dual

Triple interaction terms would be identified by the highlighted:

coefplot, keep(*#*#*)