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Re: st: Estimating complete demand system


From   "Brian P. Poi" <brian@poiholdings.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Estimating complete demand system
Date   Sat, 21 May 2011 21:50:58 -0400


On 05/21/2011 07:41 PM, olorunfemi sola wrote:
Dear Statalisters (attention of Brian Poi and others)
Please am presently looking at the demand for food in some of the ECOWAS countries.I will like to compare result using different estimating methods such as: 1. Linear Expenditure system(LES) 2. Almost Ideal Demand System(AIDS) 3. Quadratic Almost  Ideal Demand System (QUAIDS). I can estimate the QUAIDS model using nlsur. The problem now is that i do not know how to use nlsur to solve both the LES and AIDS. Is there anybody who can assist me? Do you have a similar code you think can assist me? Is there a better example? What do i do?

The reference manual entry for -nlsur- shows how to fit an AIDS model, and my 2008 Stata Journal article, available here:

   http://www.stata-journal.com/article.html?article=st0029_1

shows how to fit a QUAIDS model.  Typing in

   . findit demand

will allow you to download the program files accompanying that article.

The LES can also be fit using -nlsur-, though I am unaware of any worked examples.

   -- Brian Poi
   -- brian@poiholdings.com

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