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Re: st: Re: Censored demand estimation


From   nigussie Tefera <nitefera@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Censored demand estimation
Date   Wed, 3 Feb 2010 23:46:15 -0800 (PST)

Many thank for all of you who share your suggestions with me. Let me have a look at it and back to you soon
 
Cheers
Nigussie


----- Original Message ----
From: Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Sent: Wed, February 3, 2010 10:41:43 PM
Subject: st: Re: Censored demand estimation

I've seen an application of Shonkwiler and Yen with a LES
(www.aaep.org.ar/anales/works/works2002/barges_casella.pdf  - It's in
spanish though) where they estimate the N-1 system by SUR and the
missing beta coefficient by difference, since they add up to one in
this context. They don't work out the alpha coefficient, neither the
standard error of the beta estimated by difference (although you can
get it using the delta method) I would advise to use -nlsur- from
scratch, instead of using the nlsurquaids routine. The -nlsur- syntax
is very intuitive.
_______________________
Jorge Eduardo Pérez Pérez


On Wed, Feb 3, 2010 at 11:08 AM, nigussie Tefera <nitefera@yahoo.com> wrote:
> 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
>
>
>
>
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