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From |
Luca Tiberti <ltiberti@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: which STATA version for Poi's QUAIDS command |

Date |
Mon, 18 Mar 2013 18:55:35 -0400 |

Thanks so much Brian. After I reduced down the number of demographic variables, I was able to run the command. Thanks for your prompt help, Luca 2013/3/18 Brian P. Poi <bpoi@stata.com>: > On 03/18/2013 04:15 PM, Luca Tiberti wrote: >> >> Hi Nick, thanks for this >> >> here is the output of describe, short >> >> >> obs: 3,860 >> vars: 39 18 Mar 2013 15:37 >> size: 455,480 >> Sorted by: serial >> Note: dataset has changed since last saved >> >> For your info, I had already tried by keeping only variables finally >> entering into the demand system and compress them. However I was not >> able to run succesfully the command. >> >> Thanks for your help, >> Luca >> > > Luca, > > How many goods are in your demand system? How many demographic variables > are you specifying? > > To estimate the model, -quaids- must create temporary variables to hold > observation-level derivatives of each equation with respect to each of the > parameters. The details are in the methods and formulas section of [R] > nlsur. > > For a basic AIDS model, with three goods there are 7 free parameters and 2 > estimated equations, for a total of 14 temporary variables -quaids- needs to > create. With four goods, there are 12 free parameters and 3 estimated > equations, for a total of 36 temporary variables. If my math is correct, a > basic AIDS model with 15 goods has 133 parameters and 14 estimated equations > for a total of 1,862 temporary variables. If you have 16 goods, there are > 2,250 derivatives that must be stored in temporary variables, too many for > Stata/IC to handle. > > If you include the quadratic income term (the QUAIDS model), then you will > hit Stata/IC's variable limit if you try to fit a 15-good model. > > Throw one demographic variable into the QUAIDS model, and you are down to 13 > goods. Five demographic variables and you're down to 11 goods. > > In short, having many goods and demographics can quickly balloon the number > of parameters in the model and hence the number of temporary variables > needed during estimation. > > I hope this helps. > > -- Brian Poi > -- bpoi@stata.com > > > > > * > * 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**:**st: which STATA version for Poi's QUAIDS command***From:*Luca Tiberti <ltiberti@gmail.com>

**Re: st: which STATA version for Poi's QUAIDS command***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: which STATA version for Poi's QUAIDS command***From:*Luca Tiberti <ltiberti@gmail.com>

**Re: st: which STATA version for Poi's QUAIDS command***From:*"Brian P. Poi" <bpoi@stata.com>

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