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From |
nathalie me-nsope <nmensope@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 8 Mar 2013 13:13:29 -0500 |

Hi , I am also having similar problems with estimating a QUAIDS model using nlsur-quaids. Censoring is a problem in my data and I also have demographic variables. I sent a post earlier asking for help on how to write an nlsur quaids program that correctly takes account of censoring. I have not had any reply yet. Yes, the QUAIDS command is great but with a high proportion of the sample reporting non-consumption it is kind of limited. I will appreciate any advice or help with nlsur quaids and censoring. Nathalie On Fri, Mar 8, 2013 at 12:59 PM, Roberta Distante <r_distante@yahoo.it> wrote: > 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/ * * 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/

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

**Re: st: nlsur function evaluator program QUAIDS with demographics***From:*Roberta Distante <r_distante@yahoo.it>

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