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:
- /// use "C:\ado\quaids model\food2.dta", clear
- nlsur xxx @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp, ///
- ifgnls nequations(5) parameters(a1 a2 a3 a4 a5 b1 b2 b3 b4 b5 ///
- g11 g12 g13 g14 g15 g22 g23 g24 ///
- g25 g33 g34 g35 g44 g45 g55) nolog
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 )