Easy demand-system estimation with quaids

被引:107
作者
Poi, Brian P. [1 ]
机构
[1] StataCorp LP, College Stn, TX USA
关键词
st0268; quaids; almost-ideal demand system;
D O I
10.1177/1536867X1201200306
中图分类号
O1 [数学]; C [社会科学总论];
学科分类号
03 ; 0303 ; 0701 ; 070101 ;
摘要
Previously, to fit an almost-ideal demand system in Stata, one would have to use the nlsur command and write a function evaluator program as described in [R] nlsur and Poi (2008, Stata Journal 8: 554-556). hi this article, I introduce the command quaids, which obviates the need for any programming by the user. The command fits Deaton and Muellbauer's (1980b, American Economic Review 70: 312-326) original almost-ideal demand-system model as well as Banks, Blundell, and Lewbel's (1997, Review of Economics and Statistics 79: 527-539) quadratic variant. Demographic variables can also be included in the model. Postestimation tools calculate expenditure and price elasticities.
引用
收藏
页码:433 / 446
页数:14
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