EASI: Stata module to estimate the Exact Affine Stone Index demand system
Abdelkrim Araar
Statistical Software Components from Boston College Department of Economics
Abstract:
easi estimates the Exact Affine Stone Index (EASI) implicit Marshallian demand system of Lewbel and Pendakur (2009) within Stata and Mata, by iterated linear three-stage least squares with Slutsky symmetry imposed. It reports expenditure, compensated and uncompensated price, and demographic elasticities for the households, the individuals, or the market, with standard errors from the influence functions of the whole procedure; sampling weights, robust, cluster and survey-design (svyset) variance, and a design bootstrap. The households that do not buy some goods are handled by imputing their missing prices (pimpute) and by the Shonkwiler-Yen correction for censoring (selection), both carried into the standard errors. easidiag diagnoses the data before estimation; predict and estat engel give the Engel curves; tables with significance stars can be written to Word, LaTeX, Excel, CSV or Markdown; a dialog box and help examples run from clickable links are included. sr_easi is kept as a backward-compatible wrapper. A technical note documents the model, the estimator and the validation of the standard errors; it is included as an ancillary file (easi_technical_note.pdf)
Language: Stata
Requires: Stata version 14.2
Keywords: demand system; EASI; Exact Affine Stone Index; price elasticities; household survey; censoring; survey design; three-stage least squares (search for similar items in EconPapers)
Date: 2026-09-30
Note: This module should be installed from within Stata by typing "ssc install easi". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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Citations:
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/easi.ado
http://fmwww.bc.edu/repec/bocode/e/easi.dlg
http://fmwww.bc.edu/repec/bocode/e/easi.sthlp
http://fmwww.bc.edu/repec/bocode/e/easi_estat.ado
http://fmwww.bc.edu/repec/bocode/e/easi_examples.ado
http://fmwww.bc.edu/repec/bocode/e/easi_p.ado
http://fmwww.bc.edu/repec/bocode/e/easidiag.ado
http://fmwww.bc.edu/repec/bocode/e/easidiag.sthlp
http://fmwww.bc.edu/repec/bocode/s/sr_easi.ado
http://fmwww.bc.edu/repec/bocode/s/sr_easi_estat.ado
http://fmwww.bc.edu/repec/bocode/_/_easi_pimpute.ado
http://fmwww.bc.edu/repec/bocode/_/_easi_tabstars.ado
http://fmwww.bc.edu/repec/bocode/e/easi_technical_note.pdf
http://fmwww.bc.edu/repec/bocode/e/easi_tour.do
http://fmwww.bc.edu/repec/bocode/h/hixdata.dta
http://fmwww.bc.edu/repec/bocode/h/hixdata_for_dialog.do
http://fmwww.bc.edu/repec/bocode/m/mex_bench.dta
http://fmwww.bc.edu/repec/bocode/m/mex_tour.do
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459914
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