DUVM: Stata module to estimate Deaton's unit-value model

Araar, Abdelkrim

DUVM: Stata module to estimate Deaton's unit-value model

Abdelkrim Araar ()
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Abdelkrim Araar: Universite Laval

Statistical Software Components from Boston College Department of Economics

Abstract: duvm estimates the unit-value model of Deaton (1988, 1990, 1997 ch. 5): own -and cross-price elasticities of quantity, expenditure elasticities and quality elasticities for a group of goods, from the budget shares and the unit values that households report, using the spatial variation of prices across clusters. It follows the book, in closed form and in Mata: a within-cluster first stage, a between-cluster second stage with the errors-in-variables correction, the quality correction through the separability parameter, the completion of the system with a composite good and an approximate Slutsky symmetry. Standard errors are linearized from the influence functions of both stages, by cluster or by survey design (svyset), or come from a design bootstrap of both stages. duvm also corrects the unit values for the selection of the buyers (Heckman, the probit in the standard errors), reports the elasticities of the household, of the individual or of the market, and makes the household size optional. duvmdiag and estat diagnostics check the price signal; 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. Option compact reproduces the Stata code published with Deaton (1997). A technical note documents the model, the estimator and the validation of the variance; it is included as an ancillary file (duvm_technical_note.pdf).

Language: Stata
Requires: Stata version 14.2
Keywords: unit values; quality; price elasticities; demand; household survey; survey design; Deaton (search for similar items in EconPapers)
Date: 2026-10-03
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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