sysuse auto
reg price mpg i.foreign
predict r1
separate r1, by(foreign)
twoway (scatter price mpg)(line r10 mpg) (line r11 mpg), name(model1)
estimates store model1
reg price mpg foreign#c.mpg
estimates store model2
predict r2
separate r2, by(foreign)
twoway (scatter price mpg)(line r20 mpg) (line r21 mpg), name(model2)
estimates table model1 model2, se p

regress price c.mpg##foreign
predict r3
estimates store model3
generate diff = r3 - r2
scatter diff mpg, name(diff)
separate diff, by(foreign)
line diff0 diff1 mpg

estimates table model1 model2 model3, se p stats(r2)

summarize mpg, meanonly
generate cmpg = mpg - r(mean)

regress price c.cmpg##foreign
predict r4
estimates store model4

regress price c.cmpg##foreign
predict r5
estimates store model5