QUAIDS模型估计的STATA程序

njtantao

10539

收藏 2015-02-15

DO文件说明+附件参考

   STATA提供了四种产品AIDS模型的范例程序。参见R文件-->nlsur-->sample 5 AIDS model。
   它使用了STATA自带的food.dta数据文件。

   下面要谈是的QUAIDS模型的解决方案。

   有关QUAIDS模型的经典论述参见2002年“Quadratic Engel Curves and Consumer Demand”一文。模型具体解释略。

1、DO文件说明

do文件内容如下：

复制代码

模型运行结果如下：
(obs = 4048)
Calculating NLS estimates...
Calculating FGNLS estimates...
FGNLS iteration 2...
FGNLS regression
---------------------------------------------------------------------
   Equation |    Obs  Parms    RMSE    R-sq    Constant
----------------+----------------------------------------------------
1          w1 |    4048    . .0942463 0.7536*    (none)
2          w2 |    4048    . .0953394 0.7487*    (none)
3          w3 |    4048    . .0944087 0.7580*    (none)
4          w4 |    4048    . .095148 0.7592*    (none)
5          w5 |    4048    . .0935112 0.7587*    (none)
---------------------------------------------------------------------
* Uncentered R-sq
------------------------------------------------------------------------------
         |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
      /a1 | .1692558 .0054763 30.91 0.000    .1585225 .1799891
      /a2 | .1685849 .0049798 33.85 0.000    .1588246 .1783452
      /a3 | .1672433 .0044369 37.69 0.000    .1585472 .1759394
      /a4 | .167836 .0044321 37.87 0.000    .1591493 .1765227
      /a5 | .1603196 .0034981 45.83 0.000    .1534635 .1671757
      /b1 | .0014927 .0024408    0.61 0.541 -.0032913 .0062766
      /b2 | .0018601 .0024533    0.76 0.448 -.0029483 .0066684
      /b3 | .0016275 .0024154    0.67 0.500 -.0031066 .0063615
      /b4 |  -.0007365 .0024379 -0.30 0.763 -.0055146 .0040417
      /b5 |  -.0032684 .0023739 -1.38 0.169 -.0079212 .0013844
      /g11 |  -.0032393 .004102 -0.79 0.430    -.011279 .0048005
      /g12 | .0024428 .0031012    0.79 0.431 -.0036355    .008521
      /g13 | .0012323 .0025519    0.48 0.629 -.0037693 .0062339
      /g14 |  -.0019572 .0026333 -0.74 0.457 -.0071183    .003204
      /g15 | .0004075 .0013897    0.29 0.769 -.0023162 .0031312
      /g22 | .0023741 .0041661    0.57 0.569 -.0057914 .0105395
      /g23 | -.005302 .0025656 -2.07 0.039 -.0103306 -.0002735
      /g24 | .0000245 .0026715    0.01 0.993 -.0052116 .0052607
      /g25 |  -.0004408 .0014043 -0.31 0.754 -.0031932 .0023117
      /g33 |  -.0001743 .0030063 -0.06 0.954 -.0060665    .005718
      /g34 | .0034627 .0022317    1.55 0.121 -.0009114 .0078367
      /g35 | .0016917 .0013201    1.28 0.200 -.0008957 .0042791
      /g44 |  -.0027864 .0031949 -0.87 0.383 -.0090482 .0034754
      /g45 | .0000791 .0013417    0.06 0.953 -.0025506 .0027087
      /g55 |  -.0001052 .0014497 -0.07 0.942 -.0029466 .0027363
------------------------------------------------------------------------------
.
end of do-file

2、附件参考

附件是基于food.dta随机生成的food2.dta数据文件和nlsurxxx程序代码。

（点击：QUAIDS模型估计的STATA程序）