{smcl}
{* 28Feb2011}{...}
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help for {hi:grdigap}{right:- v001 28feb2011 jx}
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{title:Difference in group averaged predicted prob in binary regressions}
{p 8 15 2}{cmd:grdigap} [if] [in] [{cmd:,}
{cmdab:l:evel(}{it:#}{cmd:)}
{cmdab:r:eps(}{it:#}{cmd:)}
{cmdab:si:ze(}{it:#}{cmd:)}
{cmdab:g:roup(}{it:grpvar_g0value_g1value}{cmd:)}
{cmd:dots}]
{title:Description}
{p 4 4 2}
After estimating a binary regression model, {cmd:grdigap} computes the
difference in group averaged predicted probabilities with the {help bootstrap} method
for statistical inference (only percentile method available as it is programmed now).
{title:Options}
{p 4 8 2}
{cmd:level()} sets the {help level} of the confidence interval for differences in
group average marginal effects. The default is 95.
{p 4 8 2}
{cmd:reps(}{it:#}{cmd:)} specifies the number of bootstrap replications
to be performed. The default is 1000.
{p 4 8 2}
{cmd: size(}{it:#}{cmd:)} specifies the size of the samples to be drawn.
The default is e(N), the same size as the estimation sample.
{p 4 8 2}
{cmd:dots} requests a dot be placed on the screen at the beginning of each
replication, thus providing entertainment when a large number of reps() are
requested. It also prints out the percent replications finished.
{p 4 8 2}
{cmdab:g:roup} identifies a group indicator 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 (average probability g1- average probability g0).
{title:Returned Matrices}
{p 4 8 2}
r(gavgdipmat): saves differences in group averaged predicted probabilities and their confidence intervals
{title:Examples}
{p 4 4 2}
To compute the difference in group averaged predicted probabilities between blacks and whites and and its confidence intervals
using the bootstrap method after a logit model,
{p 4 8 2}{cmd:.logit vote black educ income}
{p 4 8 2}{cmd:.grdigap, group(black 0 1) reps(1000) dots}
{p 4 8 2}
:::
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{p 2 4 2}Authors: Jun Xu{p_end}