have you tried that with -sureg-?
in my experience, you can estimate a system of share equations, where the
shares add-up to one over all G equations, with -sureg- for all G
equations in case there is variation in the covariates over the equations.
but maybe it will be easier for you to trick the -nlsur quaids- routine
(-net install st0029_i-) to take up all G equations. that may depend on
your demand system, especially how similar it is to the quaids. i dont
have any experience with -nlsur quaids- though.
best, rich
[email protected] schrieb am 03.02.2010 17:02:15:
> Dear Stata Users
>
> Household budget survey data for demand system estimation often
> creates a major problem that is due to recording zero expenditure
> for food aggregates that are not consumed during the survey period.
> This cause censored dependent variables and leads to biased results
> when not accounted for. Heien and Wessells (1990) introduced a
> computationally simple, two-step estimation procedure based on
> Heckman?s (1979) work. However, Shonkwiler and Yen (1999)
> demonstrated the inconsistent two-step estimation procedure. They
> correct for inconsistency by defining the second-stage regression...
> defined PDF that can be re-incorporated in the second stage. In
> doing so the right hand side system of demand equations may not
> necessary added up to 1 (unlike the usual system of demand
> equations) and thus the equation must be estimated for full n-
> vectors (in contrast to n-1 vectors). The usual demand system
> routine written in STATA, take in to account for n-1 vectors
> (including Poi?s, 2008: demand system update). I couldn?t find
> demand system for full vector... Please share with me if you have
> STATA routine for full n-vectors or give me some kinds of tip to go
> head. Any help is appreciated and acknowledged
>
> Cheers
> Nigussie
>
>
>
>
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