Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: SUREG for Almost Ideal Demand System

From   "Brian P. Poi" <>
Subject   Re: st: SUREG for Almost Ideal Demand System
Date   Wed, 29 Jun 2011 18:58:35 -0400

On 06/29/2011 03:58 AM, Michael Musyoka wrote:
How can I go about estimating the standard errors of the Sureg elasticities
through the delta

method in stata?



You can use -nlcom- after -sureg- to estimate elasticities and standard errors. The -nlsur postestimation- Reference manual entry shows how to use -nlcom- to get one elasticity and its standard error. In fact, -nlcom- can estimate multiple functions (elasticities) at once, allowing you to recover the entire covariance matrix of elasticities; the Reference manual entry for -nlcom- includes examples showing how to estimate multiple functions at once.

   -- Brian Poi
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index