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Re: st: A query on demand system in stata
On Thu, 15 Dec 2005, Badri Narayanan Gopalakrishnan wrote:
Dear Stata Users,
As a response to the queries on demand system estimation,
Prof.Jenkins suggested Poi (2002) and the set of ado files under
'demand', written by Dr.Poi. I had already gone through this and tried
to use it. These are for demand systems with 4 equations.
I have in fact tried working on these ado files, but could not figure
out how can I extend this for 12 equations in my case, and N equations
in general! All that I coud find was that some changes are required to
be done in the construcion of covariance matrix in quaids_delta.ado.
I'm not able to do this.
On my user site, I have posted a new command called quaids_delta2 so that
the method I outlined in my 2002 Stata Journal article can be applied to
demand systems with arbitrary numbers of equations.
Because quaids_delta2 uses Mata, Stata 9 is required.
The help file accompanying the command contains an example where I fit a
7-equation demand system.
To install, in Stata type
net from http://www.stata.com/users/bpoi
net install quaids_delta2
Bug reports are most welcome.
-- Brian Poi
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