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From |
Richard Ochmann <rochmann@diw.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Antwort: st: Censored demand estimation |

Date |
Wed, 3 Feb 2010 20:46:01 +0100 |

have you tried that with -sureg-? in my experience, you can estimate a system of share equations, where the shares add-up to one over all G equations, with -sureg- for all G equations in case there is variation in the covariates over the equations. but maybe it will be easier for you to trick the -nlsur quaids- routine (-net install st0029_i-) to take up all G equations. that may depend on your demand system, especially how similar it is to the quaids. i dont have any experience with -nlsur quaids- though. best, rich owner-statalist@hsphsun2.harvard.edu schrieb am 03.02.2010 17:02:15: > Dear Stata Users > > Household budget survey data for demand system estimation often > creates a major problem that is due to recording zero expenditure > for food aggregates that are not consumed during the survey period. > This cause censored dependent variables and leads to biased results > when not accounted for. Heien and Wessells (1990) introduced a > computationally simple, two-step estimation procedure based on > Heckman?s (1979) work. However, Shonkwiler and Yen (1999) > demonstrated the inconsistent two-step estimation procedure. They > correct for inconsistency by defining the second-stage regression... > defined PDF that can be re-incorporated in the second stage. In > doing so the right hand side system of demand equations may not > necessary added up to 1 (unlike the usual system of demand > equations) and thus the equation must be estimated for full n- > vectors (in contrast to n-1 vectors). The usual demand system > routine written in STATA, take in to account for n-1 vectors > (including Poi?s, 2008: demand system update). I couldn?t find > demand system for full vector... Please share with me if you have > STATA routine for full n-vectors or give me some kinds of tip to go > head. Any help is appreciated and acknowledged > > Cheers > Nigussie > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Censored demand estimation***From:*nigussie Tefera <nitefera@yahoo.com>

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