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st: SUREG of a Linear Expenditure System (LES)

From   "Stephen P. Jenkins" <[email protected]>
To   [email protected]
Subject   st: SUREG of a Linear Expenditure System (LES)
Date   Thu, 16 Oct 2003 12:04:28 +0100 (GMT Daylight Time)

On Thu, 16 Oct 2003 10:55:37 +0100 Nick Cox <[email protected]> 

> [email protected] sent this to me. I take the liberty 
> of forwarding to the list. If he or she is not 
> a member of the list, then the advice is to keep 
> an eye on the Statalist archives for any answers. 
> > I am trying to run a Seemingly Unrelated regression 
> > of a LES demand function (for many commodities) using 
> > STATA. Could someone give me some guidance.
> > Thanks in advance.

	"From the help desk: demand system estimation" by Brian P. Poi 
	(2002), The Stata Journal, 2(4), 403-410. 

This is a really good article showing to estimate a Quadratic Almost 
Ideal Demand System using -ml-. QUAIDS is rather more complicated than 
LES, so I presume that [email protected] should be able to adapt Brian's 
code to the simpler case.

Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.

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