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Re: st: SUREG for Almost Ideal Demand System
From
"Brian P. Poi" <[email protected]>
To
[email protected]
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
-- [email protected]
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