I want to create a coefficient plot where each confidence intervals shows three significance levels: 99, 95, 90. Moreover, I would like the confidence interval line to vary by colour depending on the significance level it is showing. My code is as follows:
sysuse auto
eststo reg_1: reg price mpg
eststo reg_2: reg price mpg headroom
coefplot reg_1 reg_2, keep(mpg) levels(99 95 90)
I tried to do this by adding the following mcolor and ciopts:
coefplot (reg_1, mcolor(ebblue) ciopts(color(ebblue))) (reg_2, mcolor(ebblue) ciopts(color(ebblue))), keep(mpg) levels(99 95 90)
but it seems only the 99% confidence interval is affected. How can I tell Stata which confidence interval should be which colour?
