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Re: st: QUAIDS


From   "Brian P. Poi" <bpoi@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: QUAIDS
Date   Sat, 26 Jan 2013 09:24:04 -0600

On 01/26/2013 02:10 AM, nigussie Tefera wrote:
Dear stata list users,

I am trying to modify Poi's (2008) nlsurqaids.ado incorporte household demographics and village/regional dummies in the system as well as to include commulative distribution function (CDF) and probability distribution (CDF) so as to take into account bias due to zero consumtion expenditure (observed zero consumption expenditure). But I do not seem to be able to create a function evaluator program. I suppose I am missing something obvious…

Here is the program :

program nlsurquaidsNNP
  version 12.1

  syntax varlist(min=16 max=16) if, at(name)

  tokenize `varlist'
  args w1 w2 w3 lnp1 lnp2 lnp3 lnp4 lnm x1 x2 pdf1 pdf2 pdf3 cdf1 cdf2 cdf3

  // With four goods, there are 15 parameters that can be
  // estimated, after eliminating one of the goods and
  // imposing adding up, symmetry, and homogeneity
  // constraints, in the QUAIDS model
  // Here, we extract those parameters from the `at'
  // vector, and impose constraints as we go along
  tempname a1 a2 a3 a4
  scalar `a1' = `at'[1,1]
  scalar `a2' = `at'[1,2]
  scalar `a3' = `at'[1,3]
  scalar `a4' = 1 - `a1' - `a2' - `a3'

  tempname b1 b2 b3 b4
  scalar `b1' = `at'[1,4]
  scalar `b2' = `at'[1,5]
  scalar `b3' = `at'[1,6]
  scalar `b4' = -`b1' - `b2' - `b3'
  tempname g11 g12 g13 g14
  tempname g21 g22 g23 g24
  tempname g31 g32 g33 g34
  tempname g41 g42 g43 g44
  scalar `g11' = `at'[1,7]
  scalar `g12' = `at'[1,8]
  scalar `g13' = `at'[1,9]
  scalar `g14' = -`g11' - `g12' - `g13'
  scalar `g21' = `g12'
  scalar `g22' = `at'[1,10]
  scalar `g23' = `at'[1,11]
  scalar `g24' = -`g21' - `g22' - `g23'
  scalar `g31' = `g13'
  scalar `g32' = `g23'
  scalar `g33' = `at'[1,12]
  scalar `g34' = -`g31' - `g32' - `g33'
  scalar `g41' = `g14'
  scalar `g42' = `g24'
  scalar `g43' = `g34'
  scalar `g44' = -`g41' - `g42' - `g43'

  tempname l1 l2 l3 l4
  scalar `l1' = `at'[1,13]
  scalar `l2' = `at'[1,14]
  scalar `l3' = `at'[1,15]
  scalar `l4' = -`l1' - `l2' - `l3'

  // constant and household demographics
  tempname r11 r12
  tempname r21 r22
  tempname r31 r32
  scalar `r11' = `at'[1,16]
  scalar `r12' = `at'[1,17]
  scalar `r21' = `at'[1,18]
  scalar `r22' = `at'[1,19]
  scalar `r31' = `at'[1,20]
  scalar `r32' = `at'[1,21]

  // pdf
  tempname d1 d2 d3
  scalar `d1' = `at'[1,22]
  scalar `d2' = `at'[1,23]
  scalar `d3' = `at'[1,24]

  // Okay, now that we have all the parameters, we can
  // calculate the expenditure shares.
  quietly {
   // First get the price index
   // I set a_0 = 5
   tempvar lnpindex
   gen double `lnpindex' = 5 + `a1'*`lnp1' + `a2'*`lnp2' ///
        + `a3'*`lnp3' + `a4'*`lnp4'
   forvalues i = 1/4 {
    forvalues j = 1/4 {
     replace `lnpindex' = `lnpindex' +  ///
      0.5*`g`i'`j''*`lnp`i''*`lnp`j''
    }
   }
   // The b(p) term in the QUAIDS model:
   tempvar bofp
   gen double `bofp' = 0
   forvalues i = 1/4 {
    replace `bofp' = `bofp' + `lnp`i''*`b`i''
   }
   replace `bofp' = exp(`bofp')
   // Finally, the expenditure shares for 3 of the 4
   // goods (the fourth is dropped to avoid singularity)
   replace `w1' = (`a1' + `g11'*`lnp1' + `g12'*`lnp2' + ///
           `g13'*`lnp3' + `g14'*`lnp4' + ///
           `b1'*(`lnm' - `lnpindex') + ///
           `l1'/`bofp'*(`lnm' - `lnpindex')^2 + ///
        `r11'*`x1' +`r12'*`x2')*`cdf1'+
        `d1'*`pdf1'

   replace `w2' = (`a2' + `g21'*`lnp1' + `g22'*`lnp2' + ///
           `g23'*`lnp3' + `g24'*`lnp4' + ///
           `b2'*(`lnm' - `lnpindex') + ///
           `l2'/`bofp'*(`lnm' - `lnpindex')^2 + ///
        `r21'*`x1' +`r22'*`x2')*`cdf2' +
        `d2'*`pdf2'
   replace `w3' = (`a3' + `g31'*`lnp1' + `g32'*`lnp2' + ///
           `g33'*`lnp3' + `g34'*`lnp4' + ///
           `b3'*(`lnm' - `lnpindex') + ///
           `l3'/`bofp'*(`lnm' - `lnpindex')^2 + ///
        `r31'*`x1' +`r32'*`x2')*`cdf3' +
              `d3'*`pdf3'
  }

end

using food.dta data of Poi's (2008), I tried to run the programe but it came up with "nlsurquaidsNNP returned 198
verify that nlsurquaidsNNP is a function evaluator program"

I would apperciate any suggestion or help...

Nigussie


Nigussie,

Murat is correct: try using the -quaids- command instead.  It's much easier to use!  Just type in

   . findit quaids

and click on the link for the article that appeared in SJ-12-3.  The help file will get you started.

Having said that, in the -replace- statements at the bottom of your program, you omitted the /// on the penultimate line of each one.  If I change

   replace `w3' = (`a3' + `g31'*`lnp1' + `g32'*`lnp2' + ///
           `g33'*`lnp3' + `g34'*`lnp4' + ///
           `b3'*(`lnm' - `lnpindex') + ///
           `l3'/`bofp'*(`lnm' - `lnpindex')^2 + ///
        `r31'*`x1' +`r32'*`x2')*`cdf3' +
              `d3'*`pdf3'

to

   replace `w3' = (`a3' + `g31'*`lnp1' + `g32'*`lnp2' + ///
           `g33'*`lnp3' + `g34'*`lnp4' + ///
           `b3'*(`lnm' - `lnpindex') + ///
           `l3'/`bofp'*(`lnm' - `lnpindex')^2 + ///
        `r31'*`x1' +`r32'*`x2')*`cdf3' + ///
              `d3'*`pdf3'

and likewise for the other two -replace- statements, your program does run.

   -- Brian Poi
   -- bpoi@stata.com
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