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From |
Roberta Distante <r_distante@yahoo.it> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: nlsur function evaluator program QUAIDS with demographics |

Date |
Fri, 8 Mar 2013 18:59:50 +0100 |

The problem of -quaids- it does not allow one to have/compute standard errors of elasticities. That is why I was trying to write my program and estimate those through -nlcom-. Thanks, anyway Il giorno 08/mar/2013, alle ore 18:51, Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co> ha scritto: > You can use Brian Poi's recent command -quaids- to handle all these > problems for you. > > -ssc install quaids- > _______________________ > Jorge Eduardo Pérez Pérez > > > On Fri, Mar 8, 2013 at 10:39 AM, RD <r_distante@yahoo.it> wrote: >> Dear Statalist-ers, >> >> I am trying to write a function evaluator program using -nlsur- in Stata 12 to estimate a QUAIDS model (Banks et al., Restat 1997) with household demographics. So far, I had no success, as Stata returns an error message: >> >> 'nlsurtry returned 199 >> - di as error "verify that nlsur`eqn' is a function evaluator program" >> = di as error "verify that nlsurtry is a function evaluator program" >> verify that nlsurtry is a function evaluator program >> - exit _rc' >> >> I do not understand what I am doing wrong. >> >> Also, copying the nlsurquaids program (st0029_1) by Brian Poi (2008) - which works properly - in a .ado file with a different name, placed in the same directory or in other directories "sysdir set", Stata returns the same exact error. I am puzzled. >> >> Another silly question: is it possible to write a function evaluator program including, e.g., 15 "potential" demographic variables, but practically feeding it with, say, 7? I was wondering it because otherwise I should write different programs for different sets of demographics. >> >> Last, but not least, when I use -nlcom- to compute elasticities, should I type variable mean values (for the full sample or for a subsample) to be multiplied to the coefficients or it is allowed to type variable names? >> >> Here follows the code, slightly modified to include only one demographic variable (z1), which I plan to enlarge with more demographics. >> >> Thanks in advance for your help. >> >> >> // Demographics z_k enter as taste-shifters into the share equations and, >> // to mantain integrability, are part of the a_i terms in the price index: >> // ln[a(p)] = a_0 + sum_i[a_i + sum_k(a_ik*z_k)]*ln(p_i) + >> // 1/2*sum_isum_j[g_ij*ln(p_i)*ln(p_j)] >> // the model in share form looks like: >> // w_i = a_i + sum_k(a_ik*z_k) + sum_j[g_ij*ln(p_j)] + b_i*ln[m/a(p)] + >> // [l_i/b(p)]*ln[m/a(p)]^2 >> // where w_i=share of good i, p_i=price of good i, etc. >> // b(p)=prod_i(p_i^b_i) >> >> program nlsurtry >> >> version 10 >> syntax varlist(min=9 max=9) if, at(name) >> tokenize `varlist' >> args w1 w2 w3 lnp1 lnp2 lnp3 lnp4 lnm z1 >> tempname a1 a2 a3 a4 >> scalar `a1' = `at'[1,1] >> scalar `a2' = `at'[1,2] >> scalar `a3' = `at'[1,3] >> scalar `a4' = 1 - `a1' - `a2' - `a3' >> tempname az11 az12 az13 az14 >> scalar `az11' = `at'[1,4] >> scalar `az12' = `at'[1,5] >> scalar `az13' = `at'[1,6] >> scalar `az14' = -`az11' - `az12' - `az13' >> tempname b1 b2 b3 b4 >> scalar `b1' = `at'[1,7] >> scalar `b2' = `at'[1,8] >> scalar `b3' = `at'[1,9] >> scalar `b4' = -`b1' - `b2' - `b3' >> >> tempname g11 g12 g13 g14 >> tempname g21 g22 g23 g24 >> tempname g31 g32 g33 g34 >> tempname g41 g42 g43 g44 >> scalar `g11' = `at'[1,10] >> scalar `g12' = `at'[1,11] >> scalar `g13' = `at'[1,12] >> scalar `g14' = -`g11' - `g12' - `g13' >> >> scalar `g21' = `g12' >> scalar `g22' = `at'[1,13] >> scalar `g23' = `at'[1,14] >> scalar `g24' = -`g21' - `g22' - `g23' >> >> scalar `g31' = `g13' >> scalar `g32' = `g23' >> scalar `g33' = `at'[1,15] >> scalar `g34' = -`g31' - `g32' - `g33' >> >> scalar `g41' = `g14' >> scalar `g42' = `g24' >> scalar `g43' = `g34' >> scalar `g44' = -`g41' - `g42' - `g43' >> tempname l1 l2 l3 l4 >> >> scalar `l1' = `at'[1,16] >> scalar `l2' = `at'[1,17] >> scalar `l3' = `at'[1,18] >> scalar `l4' = -`l1' - `l2' - `l3' >> >> quietly { >> tempvar lnpindex >> gen double `lnpindex' = 5 + `a1'*`lnp1' + `a2'*`lnp2' + `a3'*`lnp3' + `a4'*`lnp4' + `az11'*`z1'*`lnp1' + `az12'*`z1'*`lnp2' + `az13'*`z1'*`lnp3' + `az14'*`z1'*`lnp4' >> >> forvalues i = 1/4 { >> forvalues j = 1/4 { >> replace `lnpindex' = `lnpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j'' >> } >> } >> tempvar bofp >> gen double `bofp' = 0 >> forvalues i = 1/4 { >> replace `bofp' = `bofp' + `lnp`i''*`b`i'' >> } >> replace `bofp' = exp(`bofp') >> replace `w1' = `a1' + `az11'*`z1' + `g11'*`lnp1' + `g12'*`lnp2' + `g13'*`lnp3' + `g14'*`lnp4' + `b1'*(`lnm' - `lnpindex') + `l1'/`bofp'*(`lnm' - `lnpindex')^2 >> replace `w2' = `a2' + `az12'*`z1' + `g21'*`lnp1' + `g22'*`lnp2' + `g23'*`lnp3' + `g24'*`lnp4' + `b2'*(`lnm' - `lnpindex') + `l2'/`bofp'*(`lnm' - `lnpindex')^2 >> replace `w3' = `a3' + `az13'*`z1' + `g31'*`lnp1' + `g32'*`lnp2' + `g33'*`lnp3' + `g34'*`lnp4' + `b3'*(`lnm' - `lnpindex') + `l3'/`bofp'*(`lnm' - `lnpindex')^2 >> >> } >> end >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: nlsur function evaluator program QUAIDS with demographics***From:*olorunfemi sola <solafem7@yahoo.co.uk>

**Re: st: nlsur function evaluator program QUAIDS with demographics***From:*nathalie me-nsope <nmensope@gmail.com>

**References**:**Re: st: nlsur function evaluator program QUAIDS with demographics***From:*Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>

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