I run the following code to produce this figure:
Code:
eststo: reghdfe Man2Auto l.sharpe_ratio l.PercentAutoBid l.c.PercentAutoBid#l.c.PercentAutoBid /// l.inter2 l.inter3, a(LenderId hour LoanId) cluster(interaction) estadd local LenderId "Yes", replace estadd local hour "Yes", replace estadd local LoanId "Yes", replace est store AutoSwitching nlcom -_b[l.PercentAutoBid]/(2*_b[l.c.PercentAutoBid#l.c.PercentAutoBid]) margins, at(l.PercentAutoBid = (0(0.1)1)) marginsplot, /* */ plot1opts(lc(black) lp(longdash_dot)) ciopt(color(black)) plotopts(mcolor("black")) /* */ xline(.786, lstyle(grid) lp(longdash_dot) lc(maroon)) xti("Lag (Share Auto Bidding)") /* */ text(0.04 0.77 "Turning Point at 0.786", place(s) orient(vertical) color(black) size(small)) /* */ yti("Pr(Switch to Automatic = 1)") title("Panel B: Switching to Automatic") /* */ name(plot1, replace) nodraw
If I want to add the coefficients of sharpe_ratio at different Share Auto Bidding Levels, is that possible using the marginsplot command? For example, If I want to put the coefficient of sharpe_ratio when Share Auto Bidding is 0, then at level 0.1 then at 0.2 and so on.
Thank you for your time
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