Coefplot vertical with headings and modified labels

[Marine Jouvin]

Hi,

I'm running the following regression:

eststo: reg digit i.spill_1_3 i.spill_2_3 i.treat_1_3 i.treat_2_3 i.date ///
        i.spill_1_3#i.date i.treat_1_3#i.date  i.spill_2_3#i.date  i.treat_2_3#i.date

and try to plot the coefficients using coefplots :

 coefplot, keep( *#*)                                     ///
        msymbol(S)  drop(_cons) omitted                         ///
        vertical                                                 ///
        coeflabels(1.spill_1_3#date = "Spill 1/3 X Date")

I get the following graph:


The coeflabels option doesn't seem to work. Do you have any idea why?

Also, I'd like to know if it's possible to add headers like this:



I've been trying the following code but it doesn't seem to work :

 coefplot, keep( *#*)                                     ///
        msymbol(S)  drop(_cons) omitted                         ///
        vertical                                                 ///
        coeflabels(1.spill_1_3#date = "Spill 1/3 X Date")    ///
        headings(1.spill_1_3#date  = "{bf:Date}")

[Frode Andre]

You can find the 'recipe' on slide 31 of the presentation below by Ben Jann:

https://www.stata.com/meeting/german.../de14_jann.pdf