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Re: st: SUREG for Almost Ideal Demand System

From   Michael Musyoka <>
Subject   Re: st: SUREG for Almost Ideal Demand System
Date   Fri, 1 Jul 2011 17:37:09 -0700 (PDT)

Thanks a lot Poi for the assistance. Indeed I have managed it directly with the 
coefficients from Sureg. But once I extract the coefficients into a matrix, I am 

not getting the se and variance covariance matrix. Is there a way to combine 
nlcom with matrix of coefficients? this will make it possible to do the own and 
cross elasticities by stating i=j or i>j and vice versa at once....
For example...say Matrix E...Expenditure coefficient in Sureg....then 

matrix list E
matrix c=J(13,1,1)
matrix Expel=J(13,1,0)
matrix n=J(13,1,0)
forval i=1/13 {
forval j=1/1  {
mat Expel[`i',`j']=c[`i',`j']+(scd[`i',`j']*E[`i',`j'])/sw[`i',`j']
nlcom (shares:c[`i',`j']+(0.33450538*E[`i',`j'])/.14810108)

I will be grateful

----- Original Message ----
From: Brian P. Poi <>
Sent: Thu, June 30, 2011 12:58:35 AM
Subject: Re: st: SUREG for Almost Ideal Demand System

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?
> Kindly
> Philliph

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
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