Plot Interaction terms in Stata (for 2 Step System GMM)

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Ravindra Nath Shukla

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May 26, 2023, 8:40:30 AM5/26/23
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Good evening Miklesh sir, 

Could you please help me in plotting the interaction terms for the two-step system GMM?

I'm analyzing the leverage adjustment speed in different macroeconomic conditions. I have used the xtabond2 package of Stata for the estimation. the code and results are attached herewith for your acknowledgment.

 One of the reviewers asked to" plot the interaction terms to graphically represented to illustrate whether the speed of adjustment significantly changes." 

It would be very kind of you if you could assist me in solving this. I just have no idea how to do it. I tried to get help from the internet, but all I get is to plot interaction terms of regression and multiple regression, or scatterplots only. 

Thank you in advance

Regards
Ravindra Nath Shukla
Ph.D. Scholar
ABV-IIITM, Gwalior


Sample code.do
Sample Results.xlsx

Miklesh Yadav

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May 29, 2023, 4:36:43 AM5/29/23
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Dear Ravindra, 

Would you please provide the document in gretl or R! 


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