Created
May 17, 2018 14:44
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rm(list = ls()) | |
library(tidyverse) | |
library(estimatr) | |
N <- 1000 | |
dat <- | |
data.frame( | |
Y = rnorm(N), | |
X1 = rbinom(N, 1, .5), | |
X2 = rbinom(N, 1, .5), | |
X3 = rbinom(N, 1, .5), | |
X4 = rbinom(N, 1, .5), | |
X5 = rbinom(N, 1, .5), | |
Z = rbinom(N, 1, .5) # thing we want to split by | |
) | |
# fit three regressions | |
fit_Z0 <- lm_robust(Y ~ X1 + X2 + X3 + X4 + X5, data = filter(dat, Z == 0)) | |
fit_Z1 <- lm_robust(Y ~ X1 + X2 + X3 + X4 + X5, data = filter(dat, Z == 1)) | |
fit_int <- lm_robust(Y ~ (X1 + X2 + X3 + X4 + X5)*Z, data = dat) | |
# prepare output for ggplot | |
fit_Z0_df <- fit_Z0 %>% tidy() %>% filter(term != "(Intercept)") %>% mutate(model = "Z0") | |
fit_Z1_df <- fit_Z1 %>% tidy() %>% filter(term != "(Intercept)") %>% mutate(model = "Z1") | |
fit_int_df <- fit_int %>% tidy() %>% filter(grepl(pattern = ":", x = term)) %>% mutate(model = "Difference") | |
fit_int_df$term <- fit_Z0_df$term # fix up the label | |
gg_df <- bind_rows(fit_Z0_df, fit_Z1_df, fit_int_df) %>% | |
mutate(model = factor(model, levels = c("Z0", "Z1", "Difference"))) | |
# plot | |
ggplot(data = gg_df, aes(estimate, term)) + | |
geom_point() + | |
geom_errorbarh(aes(xmin = ci.lower, xmax = ci.upper), height = 0) + | |
facet_wrap( ~ model) + | |
geom_vline(xintercept = 0) + | |
theme_bw() |
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