How to get multiple coefficients on same graph

Question

In Stata, I am using the coefplot package to try and plot one coefficient from multiple regressions (in other words, there will be multiple coefficients, but each one comes from a different regression) on the same plot.

Here is code (related to Plotting same coefficient over time) that accomplishes this when the coefficients have the same name in each regression:

ssc install coefplot
sysuse auto, clear
estimates clear
regress price mpg if foreign==0
est sto t1
regress price mpg if foreign==1
est sto t2
regress price mpg if rep78==5
est sto t3
coefplot t1 || t2 || t3, drop(_cons) vertical bycoefs yline(0)

This is all fine and dandy. But how can I accomplish the same thing when the coefficient from each regressions relates to a different variable? For example:

estimates clear
regress price mpg if foreign==0
est sto t1
regress price trunk if foreign==1
est sto t2
regress price weight if rep78==5
est sto t3
coefplot t1 || t2 || t3, drop(_cons) vertical bycoefs yline(0)

This produces three separate plots when I want just one plot. What do I need to do to accomplish this? What I would like is for there to be one plot with the coefficients from mpg (t1), truck (t2), and weight (t3) all plotted on the same plot. It would be good to know also how to switch between labeling these coefficients mpg, truck, weight and t1, t2, t3.

One solution is to use a matrix, but I would like to avoid going down this route if possible.

Roberto Ferrer Roberto Ferrer · Accepted Answer · 2016-01-28T03:46:14

Note: coefplot is a user-written command.

An example below:

sysuse auto, clear

estimates clear

regress price mpg if foreign==0
est sto t1

regress price trunk if foreign==1
est sto t2

regress price weight if rep78==5
est sto t3

coefplot (t1\t2\t3), drop(_cons) xline(0)

Apart from the usual help, check also this document by Ben Jann, the command's author.

How to get multiple coefficients on same graph

1 Answers