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Re: st: Symmetry Test


From   Ana <analunhb@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Symmetry Test
Date   Fri, 13 May 2011 11:24:58 -0300

Dear Brian,

Thanks a lot for your response.
Best regards,
Ana.

2011/5/12 Brian P. Poi <brian@poiholdings.com>:
> Brian P. Poi
>
> On 05/12/2011 11:18 AM, Ana wrote:
>>
>> Dear Alex (and Statalisters),
>>
>> I will try to make myself clear know.
>>
>> My plan is to estimate a Seven Demand Equations using Quiads Model
>> (based on nlsurquaids.ado routine by Brian Poi (2008))
>> My main goal is to test one hypothesis based on Browning&  Chiappori
>> model (reference: Efficient Intra-Household Allocations: A general
>> Characterization and Empirical Tests, Econometrica, vol.66, no.6
>> (Nov.,1998), pp 1241-1278).
>>
>>
>> Based on the nslurquaids.ado routine (Brian Poi (2008)), without the
>> symmetry restriction and based on the originally demand for four goods
>> (and three share equations) generated by the author, I am trying to
>> implement this Browning and Chiappori test. If I am well suceeded, I
>> will extend this routine to "my" model (with more goods...).
>>
>> Based on the following routine of the nlsurquaids.ado,
>>
>> nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnm, ifgnls nequations(3) param(a1
>> a2 a3 b1 b2 b3 g11 g12 g13 g21 g22 g23 g31 g32 g33 l1 l2 l3) nolog
>>
>> the test I would like to carry out is something like:
>>
>> (g31 - g13) = (g12 - g21)*(g23 - g32)&  (g21 - g12) = (g31 - g13)*(g23 -
>> g32)
>>
>> The problem is that when I execute the command:
>>
>> testnl (([eq1]_b[/g31] - [eq1]_b[/g13]) = ...*[eq2]_b[/g23] -
>> [eq3]_b[/g32])) (([eq2]_b[/g21] - [eq1]_b[/g12]) = ...*[eq2]_b[/g23] -
>> [eq3]_b[/g32]))
>>
>>
>> Stata ansewrs that [eq1] was not found.
>>
>
> With -testnl- and -nlsur-, you don't need to use equation names with your
> parameters:
>
>   . sysuse auto
>   . nlsur (mpg = {b0} + {b1}*gear) (head = {c0} + {c1}*weight)
>   . testnl (_b[/c1] / _b[/b1] = 1) (_b[/b0] / _b[/c0] = 4)
>
>
> -nlsur- allows the same parameter to appear in multiple equations (as is the
> case with AIDS models, for example), so it doesn't make much sense to think
> of a parameter as belonging to any particular equation.
>
>   -- Brian Poi
>   -- brian@poiholdings.com
> *
> *   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/
>

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