*! version 1.0.0 27feb2026

Title

xtfifevd_graph -- Post-estimation graphs for
xtfifevd

Syntax

xtfifevd_graph
[, options]

Graph Type
coefplot coefficient plot with confidence intervals
(default)

secompare SE comparison: Pesaran-Zhou vs FEVD raw
(FEVD method only)

combined both graphs side by side
(FEVD method only)

Reporting
level(#) confidence level for CIs; default is
level(95)

title(string) custom graph title

saving(string) export graph as PNG (without extension)

xtfifevd_graph is a post-estimation command. You must run
xtfifevd before calling this command.

Description

xtfifevd_graph produces publication-quality graphs after estimation
with xtfifevd. It reads from the stored e() results and works
with any dataset or variable specification - no hardcoded variable
names.

Three graph types are available:

coefplot (default): A horizontal coefficient plot showing all estimated
parameters with confidence intervals. Time-varying coefficients (FE stage)
are shown in blue, time-invariant coefficients in green, and the intercept
in grey. The reference line at zero allows quick assessment of significance.

secompare: A bar chart comparing the Pesaran-Zhou corrected standard
errors with the inconsistent FEVD stage-3 raw standard errors. This graph
is only available after FEVD estimation. The SE ratio is displayed to
quantify the size distortion.

combined: Both graphs displayed side by side.

Options

Graph Type

coefplot displays a coefficient plot with confidence intervals.
This is the default if no graph type is specified. The plot color-codes
coefficients by type: blue for time-varying (FE), green for
time-invariant (FEF/FEVD), grey for the intercept.

secompare displays a bar chart comparing Pesaran-Zhou standard errors
with FEVD raw standard errors for each time-invariant coefficient. This
option is only available when e(method) is FEVD. For FEF and
FEF-IV, only Pesaran-Zhou SEs are computed (there are no "raw" SEs to
compare against).

combined displays both the coefficient plot and the SE comparison
side by side. Only available for FEVD.

Reporting

level(#) specifies the confidence level for the coefficient plot
CIs. The default is level(95).

title(string) specifies a custom title for the graph. If omitted,
a default title based on the estimation method is used.

saving(string) exports the graph as a PNG file. Specify the filename
without the .png extension.

Examples

Setup

. webuse nlswork, clear

. xtset idcode year

Example 1: FEVD + default coefficient plot

. xtfifevd ln_wage tenure hours ttl_exp, zinv(race birth_yr)

. xtfifevd_graph

Example 2: FEF with robust + coefficient plot

. xtfifevd ln_wage tenure hours ttl_exp, zinv(race birth_yr) fef robust

. xtfifevd_graph, level(90)

Example 3: SE comparison (FEVD only)

. xtfifevd ln_wage tenure hours ttl_exp, zinv(race birth_yr)

. xtfifevd_graph, secompare

Example 4: Combined plot, saved to file

. xtfifevd ln_wage tenure hours ttl_exp, zinv(race birth_yr)

. xtfifevd_graph, combined saving(fevd_results)

Example 5: Custom title

. xtfifevd ln_wage tenure hours ttl_exp, zinv(race birth_yr) fef robust

. xtfifevd_graph, title("Wage Equation: FEF Estimates")

Author

Dr. Merwan Roudane

merwanroudane920@gmail.com

Independent Researcher