{smcl}
{* 25dec2009}{...}
{hline}
help for {hi:grdidip}{right:- v001 25dec2009 jx}
{hline}
{title:Diff in difference in predicted prob in binary regressions}
{p 8 15 2}{cmd:grdidip} [{cmd:if} exp] [{cmd:in} range] [{cmd:,}
{cmd:x1(}{it:variables_and_values}{cmd:)}
{cmd:x2(}{it:variables_and_values}{cmd:)}
{cmd:x3(}{it:variables_and_values}{cmd:)}
{cmd:x4(}{it:variables_and_values}{cmd:)}
{cmdab:r:est(}{it:stat}{cmd:)}
{cmdab:l:evel(}{it:#}{cmd:)}
{cmdab:noba:se}
{cmd:all}]
{p 4 4 2}
where {it:variables_and_values} is an alternating list of variables
and either numeric values or mean, median, min, max, upper, lower,
previous.
{p 4 4 2}
{it:stat} is either mean, median, min, max, upper, lower,
previous, grmean(group mean), mrmedian, grmin, grmax.
{title:Description}
{p 4 4 2}
After estimating a binary regression model, {cmd:grdidip} computes the
difference in difference in predicted probabilities: {P(x*b|x4)-P(x*b|x3)}-{P(x*b|x2)-P(x*b|x1)}.
{cmd:grdidip} uses a closed form solution with the {help delta} method. It is especially useful
for comparing the effects of nomial level independent variables. With this program, we make comparisons
between two groups, and vary the values of a specific continuous variable while holding everything else
to be the same.
{title:Options}
{p 4 8 2}
{cmd:level()} sets the {help level} of the confidence interval for differences in difference in predicted probabilities.
The default confidence level is 95.
{p 4 8 2}
{cmd:x1()} sets the values of independent variables for x1 vector used in
{P(x*b|x4)-P(x*b|x3)}-{P(x*b|x2)-P(x*b|x1)}. The list must alternate variable
names and values. The values may be either numeric values or they 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).
{p 4 8 2}
{cmd:x2()} sets the values of independent variables for x2 vector.
{p 4 8 2}
{cmd:x3()} sets the values of independent variables for x3 vector.
{p 4 8 2}
{cmd:x4()} sets the values of independent variables for x4 vector.
{p 4 8 2}
{cmd:rest()} sets the independent variables not specified in x1() to x4()
to their {cmd:mean} (default), {cmd:minimum}, {cmd:maximum}, {cmd:median}
when calculating predicted values. {cmd:grmean} sets these independent
variables to the mean conditional on the variables and values specified
in x(); {cmd:grmedian},{cmd:grmax}, and {cmd:grmin} can also be used.
{p 4 8 2}
{cmd:nobase} suppresses inclusion of the base values of x in the output.
{p 4 8 2}
{cmd:all} specifies that any calculations of means, medians, etc.,
should use the entire sample instead of the sample used to estimate
the model.
{title:Returned Matrices}
{p 4 8 2}
r(didipmat): saves differences in difference in predicted probabilities and their confidence intervals
{p 4 8 2}
r(didipp1s): saves predicted probabilities (P(y=1|x)) for x1, x2, x3, and x4 vectors.
{title:Examples}
{p 4 4 2}
To compute the difference in difference in predicted probabilities and confidence intervals using delta method
for a logit model with all other variables set at their means except for black and education.
{p 4 8 2}{cmd:.logit vote black educ income}
{p 4 8 2}{cmd:.grdidip, x1(black=1 educ=12) x2(black=1 educ=20) x3(black=0 educ=12) x4(black=0 educ=20)}
{p 4 8 2}
:::
{hline}
{p 2 4 2}Authors: Jun Xu{p_end}