Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

# Re: st: SUREG for Almost Ideal Demand System

 From Michael Musyoka To statalist@hsphsun2.harvard.edu Subject Re: st: SUREG for Almost Ideal Demand System Date Fri, 1 Jul 2011 17:37:09 -0700 (PDT)

```Thanks a lot Poi for the assistance. Indeed I have managed it directly with the
coefficients from Sureg. But once I extract the coefficients into a matrix, I am

not getting the se and variance covariance matrix. Is there a way to combine
nlcom with matrix of coefficients? this will make it possible to do the own and
cross elasticities by stating i=j or i>j and vice versa at once....
For example...say Matrix E...Expenditure coefficient in Sureg....then

matrix list E
matrix c=J(13,1,1)
matrix Expel=J(13,1,0)
matrix n=J(13,1,0)
forval i=1/13 {
forval j=1/1  {
mat Expel[`i',`j']=c[`i',`j']+(scd[`i',`j']*E[`i',`j'])/sw[`i',`j']
nlcom (shares:c[`i',`j']+(0.33450538*E[`i',`j'])/.14810108)
}
}

I will be grateful

----- Original Message ----
From: Brian P. Poi <brian@poiholdings.com>
To: statalist@hsphsun2.harvard.edu
Sent: Thu, June 30, 2011 12:58:35 AM
Subject: Re: st: SUREG for Almost Ideal Demand System

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
*
*   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/
```