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help for grdiame                                            - v001 25dec2009 jx
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Differences in Averaged Marginal effects in binary regressions

grdiame [if exp] [in range] [, x(variables_and_values) rest(stat)
level(#) all group(grpvar_g0value_g1value)]

where variables_and_values is an alternating list of variables and either
numeric values or mean, median, min, max, upper, lower, previous.

stat is either mean, median, min, max, upper, lower, previous,
grmean(group mean), mrmedian, grmin, grmax.

Description

After estimating a binary regression model, grdiame computes the
differences in average marginal effects between the 1 and 0 groups coded
by the group variable.  grdiame uses a closed form solution with the
delta method.

Options

level() sets the level of the confidence interval for differences in
group average marginal effects. The default is 95.

x() sets the values of independent variables for calculating predicted
values.  The list must alternate variable names and values.  The
values may be either numeric values or can be mean, median, min, max,
previous, upper, or lower.  The latter cannot be used if rest()
specifies a group summary statistic (e.g., grmean).

rest() sets the independent variables not specified in x() to their mean
(default), minimum, maximum, median when calculating predicted
values. grmean sets these independent variables to the mean
conditional on the variables and values specified in x();
grmedian,grmax, and grmin can also be used.

all specifies that any calculations of means, medians, etc., should use
the entire sample instead of the sample used to estimate the model.

group identifies a group indictor variable. After the group variable,
specify the value for the group 0, then the value for group 1 of the
group variable.  This program takes a difference of AMEg1-AMEg0.

Returned Matrices

r(avgmarg):  saves group average marginal effects.

r(avgmargdif):  saves differences in and confidence intervals for group
average marginal effects

Examples

To compute the differences in group average marginal effects and
confidence intervals using delta method for a logit in which all
independent variables are held at the mean, and we compare black with
whites.

.logit vote black asian hispn educ income

.grdiame, group(race 1 4)

In this case, the grdiame compares group averaged marginal effects
between whites (race=1) and asians (race=4).

:::

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Authors: Jun Xu

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