{smcl}
{* 25dec2009}{...}
{hline}
help for {hi:grdiame}{right:- v001 25dec2009 jx}
{hline}
{title:Differences in Averaged Marginal effects in binary regressions}
{p 8 15 2}{cmd:grdiame} [{cmd:if} exp] [{cmd:in} range] [{cmd:,}
{cmd:x(}{it:variables_and_values}{cmd:)}
{cmdab:r:est(}{it:stat}{cmd:)}
{cmdab:l:evel(}{it:#}{cmd:)}
{cmd:all}
{cmdab:g:roup(}{it:grpvar_g0value_g1value}{cmd:)}]
{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:grdiame} computes the
differences in average marginal effects between the 1 and 0 groups coded by the {cmd:group} variable.
{cmd:grdiame} uses a closed form solution with the {help delta} method.
{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: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).
{p 4 8 2}
{cmd:rest()} sets the independent variables not specified in x()
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:all} specifies that any calculations of means, medians, etc.,
should use the entire sample instead of the sample used to estimate
the model.
{p 4 8 2}
{cmdab:g:roup} 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.
{title:Returned Matrices}
{p 4 8 2}
r(avgmarg): saves group average marginal effects.
{p 4 8 2}
r(avgmargdif): saves differences in and confidence intervals for group average marginal effects
{title:Examples}
{p 4 4 2}
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.
{p 4 8 2}{cmd:.logit vote black asian hispn educ income}
{p 4 8 2}{cmd:.grdiame, group(race 1 4)}
{p 4 4 2}
In this case, the grdiame compares group averaged marginal effects between whites (race=1) and asians (race=4).
{p 4 8 2}
:::
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{p 2 4 2}Authors: Jun Xu{p_end}