*! version 1.1.0 Sep 2021
also see: quaidsce

Title

quaidsce postestimation -- Postestimation tools for quaidsce

Description

The following postestimation commands are available after quaidsce:

Command Description

estat expenditure expenditure elasticities

estat compensated compensated price elasticities

estat uncompensated uncompensated price elasticities

predict predicted expenditure shares

Syntax for predict

predict
{stub*}
[if] [in]

These statistics are available both in and out of sample; type
predict ... if e(sample) ... if wanted only for the estimation
sample.

You must specify a variable stub or k new variables, where k
is the number of goods in the demand system.

Syntax for estat expenditure

estat expenditure
[if] [in]

The command computes the 1 x k vector of expenditure elasticities
calculated when all the variables in the model are set to their sample means.
Standard errors are based on the delta method.

Syntax for estat compensated

estat compensated
[if] [in]

The command computes the k x k matrix of compensated price elasticities
calculated when all the variables in the model are set to their sample means.
Standard errors are based on the delta method.

Syntax for estat uncompensated

estat uncompensated
[if] [in]

The command computes the k x k matrix of uncompensated price elasticities
calculated when all the variables in the model are set to their sample means.
Standard errors are based on the delta method.

Stored results

estat expenditure stores the following:

r(elas_i) vector of expenditure elasticities

r(se_elas_i) vector of standard errors of expenditure
elasticities

estat compensated stores the following:

r(elas_c) matrix of compensated price elasticities

The element in row i, column j of r(elas_c) contains the
compensated price elasticity of good i with respect to the price of
good j.

r(se_elas_c) matrix of standard errors of compensated price
elasticities

estat uncompensated stores the following:

r(elas_u) matrix of uncompensated price elasticities

The element in row i, column j of r(elas_u) contains the
uncompensated price elasticity of good i with respect to the price of good
j.

r(se_elas_u) matrix of standard errors of uncompensated price
elasticities

Authors

Juan C. Caro

University of Luxembourg

juan.caro@uni.lu

Juan Carlos Salgado

INSP Mexico

Grace Melo

Texas A&M University

Jose Alberto Molina

Universidad de Zaragoza

Also see

Help: quaidsce