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| From | "Brian P. Poi" <brian@poiholdings.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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? 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 -- brian@poiholdings.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/