{smcl} {* *! version 1.1.0 Sep 2021}{...} {right:also see: {help quaidsce} {space 1}} {hline} {title:Title} {p2colset 5 30 32 2}{...} {p2col :{cmd:quaidsce postestimation} {hline 2}}Postestimation tools for quaidsce{p_end} {p2colreset}{...} {title:Description} {pstd} The following postestimation commands are available after {cmd:quaidsce}: {synoptset 21}{...} {p2coldent :Command}Description{p_end} {synoptline} {synopt :{helpb quaidsce postestimation##expelas:estat expenditure}}expenditure elasticities{p_end} {synopt :{helpb quaidsce postestimation##comelas:estat compensated}}compensated price elasticities{p_end} {synopt :{helpb quaidsce postestimation##uncelas:estat uncompensated}}uncompensated price elasticities{p_end} INCLUDE help post_estimates INCLUDE help post_lincom {synopt :{helpb quaidsce postestimation##predict:predict}}predicted expenditure shares{p_end} INCLUDE help post_predictnl INCLUDE help post_test INCLUDE help post_testnl {synoptline} {p2colreset}{...} {marker predict}{...} {title:Syntax for predict} {p 8 16 2} {cmd:predict} {c -(}{it:stub}{cmd:*}} {ifin} {pstd} These statistics are available both in and out of sample; type {cmd:predict ... if e(sample) ...} if wanted only for the estimation sample. {pstd} You must specify a variable {it:stub} or {it:k} new variables, where {it:k} is the number of goods in the demand system. {marker expelas}{...} {title:Syntax for estat expenditure} {p 8 16 2} {cmd:estat} {cmdab:exp:enditure} {ifin} {pstd} The command computes the 1 x {it: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. {marker comelas}{...} {title:Syntax for estat compensated} {p 8 16 2} {cmd:estat} {cmdab:comp:ensated} {ifin} {pstd} The command computes the {it:k} x {it: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. {marker uncelas}{...} {title:Syntax for estat uncompensated} {p 8 16 2} {cmd:estat} {cmdab:uncomp:ensated} {ifin} {pstd} The command computes the {it:k} x {it: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. {title:Stored results} {pstd} {cmd:estat expenditure} stores the following:{p_end} {synoptset 18 tabbed}{...} {synopt:{cmd:r(elas_i)}}vector of expenditure elasticities{p_end} {synopt:{cmd:r(se_elas_i)}}vector of standard errors of expenditure elasticities{p_end} {pstd} {cmd:estat compensated} stores the following:{p_end} {synoptset 18 tabbed}{...} {synopt:{cmd:r(elas_c)}}matrix of compensated price elasticities{p_end} {phang2} The element in row {it:i}, column {it:j} of {cmd:r(elas_c)} contains the compensated price elasticity of good {it:i} with respect to the price of good {it:j}. {synopt:{cmd:r(se_elas_c)}}matrix of standard errors of compensated price elasticities{p_end} {pstd} {cmd:estat uncompensated} stores the following:{p_end} {synoptset 18 tabbed}{...} {synopt:{cmd:r(elas_u)}}matrix of uncompensated price elasticities{p_end} {phang2} The element in row {it:i}, column {it:j} of {cmd:r(elas_u)} contains the uncompensated price elasticity of good {it:i} with respect to the price of good {it:j}. {synopt:{cmd:r(se_elas_u)}}matrix of standard errors of uncompensated price elasticities{p_end} {title:Authors} {pstd}Juan C. Caro{p_end} {pstd}University of Luxembourg{p_end} {pstd}juan.caro@uni.lu{p_end} {pstd}Juan Carlos Salgado{p_end} {pstd}INSP Mexico{p_end} {pstd}Grace Melo{p_end} {pstd}Texas A&M University{p_end} {pstd}Jose Alberto Molina{p_end} {pstd}Universidad de Zaragoza{p_end} {title:Also see} {p 7 14 2}Help: {helpb quaidsce}{p_end}