Random graphs (48): Interaction plot with overlaid data points

// Simulate data
clear
set seed 1
set obs 500

generate  e  = 0 + (500 - 0) * runiform()     // To generate random variates over the
generate  x1 = 0 + (800 - 0) * runiform()     // interval [a,b), a+(b-a)*runiform()

generate  x2 = round(0 + (1 - 0) * runiform()) // Binary variable
generate  y  = (x1 + x2 + (x1*x2) + e) / 1000

// Calculations for Aiken & West (1991) style plot
regress y c.x1##x2

qui sum x1
local x1_minsd = r(mean) - (2*r(sd))
local x1_mean  = r(mean)
local x1_plusd = r(mean) + (2*r(sd))


// Calculate predicted values for plot
margins, at(c.x1 = (`x1_minsd' `x1_mean' `x1_plusd') ///
            c.x2 = (0 1)) vsquish
// Plot
qui marginsplot, recastci(rarea) ciopts(color(gs10)) ///
   title("Interaction plot with overlaid data points") ///
   ytitle("y") ///  
   ylabel(, format(%6.1f)) ///
   xtitle("") ///
   plotopts(msymbol(none)) ///        // Turn off markers
   plot1opts(lpattern(longdash)) ///  // Define line types here
   plot2opts(lpattern(solid)) ///
   addplot(scatter y x1 ///
         , symbol(o) ///
           xlabel(`x1_minsd' "-2 SD" ///       // The addplot seems to override
                  `x1_mean' "Average x1" ///   // the regular axis label 
                  `x1_plusd' "+2 SD") ///      // command
           legend(subtitle(x2) ///             // And the legend command
                  order(3 "x2 = 0" 4 "x2 = 1" 2 "95 % CI"))) ///    
   legend(pos(5) ring(0)) ///                  // But not completely
   name(plot, replace)