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help for grdidip                                            - v001 25dec2009 jx
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Diff in difference in predicted prob in binary regressions

        grdidip [if exp] [in range] [, x1(variables_and_values)
               x2(variables_and_values) x3(variables_and_values)
               x4(variables_and_values) rest(stat) level(#) nobase all]

    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, 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)}.  grdidip uses a closed form
    solution with the 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.

Options

    level() sets the level of the confidence interval for differences in
        difference in predicted probabilities.  The default confidence level
        is 95.

    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).

    x2() sets the values of independent variables for x2 vector.

    x3() sets the values of independent variables for x3 vector.

    x4() sets the values of independent variables for x4 vector.

    rest() sets the independent variables not specified in x1() to x4() 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.

    nobase suppresses inclusion of the base values of x in the output.

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

Returned Matrices

    r(didipmat):  saves differences in difference in predicted probabilities
        and their confidence intervals

    r(didipp1s):  saves predicted probabilities (P(y=1|x)) for x1, x2, x3,
        and x4 vectors.

Examples

    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.

    .logit vote black educ income

    .grdidip, x1(black=1 educ=12) x2(black=1 educ=20) x3(black=0 educ=12)
        x4(black=0 educ=20)

    :::

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  Authors: Jun Xu