Random graphs (23): Between and within regression

clear

input j i xij x_j yij y_j
// Data from Snijders and Bosker (1999, Table 3.2):
1 1 1 2 5 6
1 2 3 2 7 6
2 1 2 3 4 5
2 2 4 3 6 5 
3 1 3 4 3 4
3 2 5 4 5 4
4 1 4 5 2 3
4 2 6 5 4 3
5 1 5 6 1 2
5 2 7 6 3 2
end


// Plot as Figure 3.4 of Snijders ans Bosker (1999):
twoway (scatter yij xij) ///
       (lfit yij xij) ///
       (lfit y_j x_j) /// 

       (lfit yij xij if j == 1, lpattern(dash_dot)) ///

       (lfit yij xij if j == 2, lpattern(dash_dot)) ///
       (lfit yij xij if j == 3, lpattern(dash_dot)) ///
       (lfit yij xij if j == 4, lpattern(dash_dot)) ///
       (lfit yij xij if j == 5, lpattern(dash_dot)) ///
     , legend(label(2 "Total regression") ///
       label(3 "Between regression") ///
       label(4 "Within regression") ///
       order(2 3 4) ///
       pos(1) ring(0)) ///
       xtitle(X) ytitle(Y) ///
       title("Within, between, and total relations") /// 

       xlabel(none) ylabel(none) ///
       name(wbt_legend, replace)
    

// Lines directly labeled
twoway (scatter yij xij) ///
       (lfit yij xij) ///
       (lfit y_j x_j) ///
       (lfit yij xij if j == 1, lpattern(dash_dot)) ///
       (lfit yij xij if j == 2, lpattern(dash_dot)) ///
       (lfit yij xij if j == 3, lpattern(dash_dot)) ///
       (lfit yij xij if j == 4, lpattern(dash_dot)) ///
       (lfit yij xij if j == 5, lpattern(dash_dot)) ///
     , legend(off) ///
       text(1.8 6.5 "Between") ///
       text(3.0 7.5 "Total") ///
       text(7.0 3.5 "Within") ///
       text(5.0 5.5 "Within") ///
       xtitle(X) ytitle(Y) ///
       title("Within, between, and total relations") ///
       xlabel(none) ylabel(none) ///
       name(wbt_nolegend, replace)

graph combine wbt_legend wbt_nolegend, col(1) ysize(8) xcommon ycommon
// ysize(4) and xsize(5.5) are defaults

Reference

 Snijders, Tom, and Roel Boskers. 1999. Multilevel Analysis. An Introduction to Basic and Advanced Multilevel Modeling. Sage.