import stata_setup
stata_setup.config('C:/Program Files/Stata18', 'mp', splash=False)22-coefplot
1 coefplot
Stata module for plotting regression coefficients and other results
coefplot plots results from estimation commands or Stata matrices. Results from multiple models or matrices can be combined in a single graph. The default behavior of coefplot is to draw markers for coefficients and horizontal spikes for confidence intervals. However, coefplot can also produce various other types of graphs.
具体可以参见：
coefplot github.com/benjann/coefplot
1.1 安装 coefplot
%%stata
ssc install coefplot, replacechecking coefplot consistency and verifying not already installed...
all files already exist and are up to date.1.2 查看使用文档
在控制台输入：help coefplot
1.3 建议
如果在分析中使用该包辅助分析，请 cite related information，like：
Jann, Ben (2014). Plotting regression coefficients and other estimates. The Stata Journal 14(4): 708-737.
2 导入数据
%%stata
sysuse auto.dta,clear(1978 automobile data)3 线性回归
%%stata
reg price mpg trunk length turn
Source | SS df MS Number of obs = 74
-------------+---------------------------------- F(4, 69) = 5.79
Model | 159570047 4 39892511.8 Prob > F = 0.0004
Residual | 475495349 69 6891236.94 R-squared = 0.2513
-------------+---------------------------------- Adj R-squared = 0.2079
Total | 635065396 73 8699525.97 Root MSE = 2625.1
------------------------------------------------------------------------------
price | Coefficient Std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
mpg | -186.8417 88.17601 -2.12 0.038 -362.748 -10.93533
trunk | -12.72642 104.8785 -0.12 0.904 -221.9534 196.5005
length | 54.55294 35.56248 1.53 0.130 -16.39227 125.4981
turn | -200.3248 140.0166 -1.43 0.157 -479.6502 79.00066
_cons | 8009.893 6205.538 1.29 0.201 -4369.817 20389.6
------------------------------------------------------------------------------%%stata
coefplot
%%stata
coefplot,drop(_cons)
%%stata
coefplot,drop(_cons mpg)
%%stata
coefplot,keep(trunk turn)
%%stata
coefplot,drop(_cons) xline(0)
%%stata
coefplot,drop(_cons) xline(0) ciopts(recast(rcap))
%%stata
coefplot,drop(_cons) ciopts(recast(rcap)) vertical
%%stata
coefplot,drop(_cons) yline(0) ciopts(recast(rcap)) vertical
4 Logit
这里得到的 coef 都是 log(Odds)
%%stata
logit foreign mpg trunk length turn
Iteration 0: Log likelihood = -45.03321
Iteration 1: Log likelihood = -27.669278
Iteration 2: Log likelihood = -25.257138
Iteration 3: Log likelihood = -25.074055
Iteration 4: Log likelihood = -25.073487
Iteration 5: Log likelihood = -25.073487
Logistic regression Number of obs = 74
LR chi2(4) = 39.92
Prob > chi2 = 0.0000
Log likelihood = -25.073487 Pseudo R2 = 0.4432
------------------------------------------------------------------------------
foreign | Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
mpg | -.1229744 .0824787 -1.49 0.136 -.2846296 .0386808
trunk | -.0029202 .1167932 -0.03 0.980 -.2318307 .2259904
length | -.0438113 .0396085 -1.11 0.269 -.1214426 .03382
turn | -.4878082 .1809598 -2.70 0.007 -.8424828 -.1331335
_cons | 28.35416 7.987812 3.55 0.000 12.69833 44.00998
------------------------------------------------------------------------------%%stata
coefplot,drop(_cons) xline(0)
%%stata
coefplot,drop(_cons) xline(0) xtitle("Log Odds")
4.1 subgroup
%%stata
reg price mpg trunk length turn if foreign == 0
est store D
reg price mpg trunk length turn if foreign == 1
est store F
coefplot D F,drop(_cons) xline(0)
. reg price mpg trunk length turn if foreign == 0
Source | SS df MS Number of obs = 52
-------------+---------------------------------- F(4, 47) = 4.46
Model | 134498637 4 33624659.2 Prob > F = 0.0039
Residual | 354696164 47 7546726.89 R-squared = 0.2749
-------------+---------------------------------- Adj R-squared = 0.2132
Total | 489194801 51 9592054.92 Root MSE = 2747.1
------------------------------------------------------------------------------
price | Coefficient Std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
mpg | -186.1083 161.561 -1.15 0.255 -511.1271 138.9104
trunk | -60.83919 153.2709 -0.40 0.693 -369.1805 247.5021
length | 52.68785 53.74091 0.98 0.332 -55.42491 160.8006
turn | -15.89922 183.7335 -0.09 0.931 -385.5233 353.7249
_cons | 984.7459 10995.08 0.09 0.929 -21134.5 23103.99
------------------------------------------------------------------------------
. est store D
. reg price mpg trunk length turn if foreign == 1
Source | SS df MS Number of obs = 22
-------------+---------------------------------- F(4, 17) = 11.08
Model | 104341804 4 26085451 Prob > F = 0.0001
Residual | 40021408.7 17 2354200.51 R-squared = 0.7228
-------------+---------------------------------- Adj R-squared = 0.6575
Total | 144363213 21 6874438.7 Root MSE = 1534.3
------------------------------------------------------------------------------
price | Coefficient Std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
mpg | -55.72135 70.93618 -0.79 0.443 -205.3836 93.94092
trunk | 160.2078 115.4879 1.39 0.183 -83.45041 403.866
length | 137.5743 35.85164 3.84 0.001 61.93393 213.2146
turn | -54.3835 339.5595 -0.16 0.875 -770.7914 662.0244
_cons | -15324.62 11573.58 -1.32 0.203 -39742.73 9093.486
------------------------------------------------------------------------------
. est store F
.
. coefplot D F,drop(_cons) xline(0)
. 
%%stata
coefplot (D, label("Domestic")) (F, label("Foreign")), ///
drop(_cons) xline(0)
. coefplot (D, label("Domestic")) (F, label("Foreign")), ///
> drop(_cons) xline(0)
. 
%%stata
coefplot (D, label("Domestic")) (F, label("Foreign")), ///
drop(_cons) xline(0) ciopts(recast(rcap)) msymbol(S)
. coefplot (D, label("Domestic")) (F, label("Foreign")), ///
> drop(_cons) xline(0) ciopts(recast(rcap)) msymbol(S)
. 
%%stata
coefplot (D, label("Domestic") msymbol(S)) ///
(F, label("Foreign") msymbol(C)), ///
drop(_cons) xline(0) ciopts(recast(rcap))
. coefplot (D, label("Domestic") msymbol(S)) ///
> (F, label("Foreign") msymbol(C)), ///
> drop(_cons) xline(0) ciopts(recast(rcap))
(note: named style C not found in class symbol, default attributes used)
. 
%%stata
coefplot (D, label("Domestic") msymbol(S)) ///
(F, label("Foreign") msymbol(C)), ///
drop(_cons) xline(0) ciopts(recast(rcap)) nooffsets
. coefplot (D, label("Domestic") msymbol(S)) ///
> (F, label("Foreign") msymbol(C)), ///
> drop(_cons) xline(0) ciopts(recast(rcap)) nooffsets
(note: named style C not found in class symbol, default attributes used)
. 
%%stata
coefplot (D, label("Domestic") msymbol(S) offset(0.1)) ///
(F, label("Foreign") msymbol(C) offset(-0.1)), ///
drop(_cons) xline(0) ciopts(recast(rcap)) offset
. coefplot (D, label("Domestic") msymbol(S) offset(0.1)) ///
> (F, label("Foreign") msymbol(C) offset(-0.1)), ///
> drop(_cons) xline(0) ciopts(recast(rcap)) offset
(note: named style C not found in class symbol, default attributes used)
. 