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Re: st: SUREG for Almost Ideal Demand System


From   "Brian P. Poi" <brian@poiholdings.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SUREG for Almost Ideal Demand System
Date   Wed, 29 Jun 2011 18:58:35 -0400

On 06/29/2011 03:58 AM, Michael Musyoka wrote:
How can I go about estimating the standard errors of the Sureg elasticities
through the delta

method in stata?

Kindly

Philliph



You can use -nlcom- after -sureg- to estimate elasticities and standard errors. The -nlsur postestimation- Reference manual entry shows how to use -nlcom- to get one elasticity and its standard error. In fact, -nlcom- can estimate multiple functions (elasticities) at once, allowing you to recover the entire covariance matrix of elasticities; the Reference manual entry for -nlcom- includes examples showing how to estimate multiple functions at once.

   -- Brian Poi
   -- brian@poiholdings.com
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