如何绘制 ivreg2 的 IV 交互结果？

Question

我已经有了这个 IV 规范，我想将其绘制为 x1 对 y 的边际效应作为 x2 的函数：

ivreg2 y= (x1 x1#x2 = z1 z1#x2), endog(x1 x1#x2)

具有

x1

和

x2

连续和

z1

二进制。

我尝试这样做，但置信区间似乎是线性的。这正常吗？

generate baseline = 1 if e(sample)

matrix b1 = e(b1)
matrix b2 = e(b2)
scalar b1 = b[1,1]
scalar b2 = b[1,2]

scalar varb1 = V[1,1]
scalar varb2 = V[2,2]
scalar covb1b2 = V[1,2]

generate MVL = x2

gen conbl = b1 + b2 * MVL
gen consl = sqrt(varb1 + varb2 * (MVL^2) + 2 * covb1b2 * MVL) 
gen al = 1.65 * consl
gen upperl = conbl + al
gen lowerl = conbl - al

graph twoway line conbl MVL, lpattern(solid) clwidth(medium) clcolor(black) || line upperl MVL, clpattern(longdash) clwidth(thin) clcolor(gs8) sort || line lowerl MVL, clpattern(longdash) clwidth(thin) clcolor(gs8) sort ||, yscale(noline) xscale(noline) yline(0, lcolor(black)) xtitle("x2", size(3)) xsca(titlegap(2)) ysca(titlegap(2)) ytitle("Marginal Effect of x1", size(3)) scheme(s2mono) graphregion(fcolor(white)) legend(off)

谢谢你！

Answer 1

试试这个：

use "http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta," clear
ivreg2 lw (c.iq c.iq#c.s = c.med c.med#c.s)
margins, dydx(iq) at(s = (9(1)18))
marginsplot