EQUAIDS: Stata module to estimate AIDS and QUAIDS demand systems with survey data
Abdelkrim Araar
Statistical Software Components from Boston College Department of Economics
Abstract:
equaids estimates the almost ideal demand system (Deaton and Muellbauer 1980) and its quadratic extension (Banks, Blundell and Lewbel 1997), with demographics by Ray's scaling, by iterated feasible generalized nonlinear least squares (Gauss-Newton with an analytic Jacobian, in Mata). It reports the elasticities of the households (the mean of the household elasticities, the default), of the individuals (weights times household size), of the market (aggregate) and of a reference household (at the means), all with analytic standard errors from the exact influence function of the whole procedure: robust, by cluster or by survey design (svyset), or a bootstrap of the whole procedure. The missing prices of the non-buyers are filled by group means (pimpute), and the non-buyers are corrected for by the two-step method of Shonkwiler and Yen (1999) (selection), with the probits and the imputation in the standard errors. equaidsdiag and estat diagnostics check the data and the fit; estat engel gives 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. A technical note documents the model, the estimator and the validation of the standard errors; it is included as an ancillary file (equaids_technical_note.pdf).
Language: Stata
Requires: Stata version 14.2
Keywords: demand system; AIDS; QUAIDS; price elasticities; household survey; censoring; survey design (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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Citations:
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/equaids.ado
http://fmwww.bc.edu/repec/bocode/e/equaids.dlg
http://fmwww.bc.edu/repec/bocode/e/equaids.sthlp
http://fmwww.bc.edu/repec/bocode/e/equaidsdiag.ado
http://fmwww.bc.edu/repec/bocode/e/equaidsdiag.sthlp
http://fmwww.bc.edu/repec/bocode/_/_equaids_pimpute.ado
http://fmwww.bc.edu/repec/bocode/_/_equaids_tabstars.ado
http://fmwww.bc.edu/repec/bocode/e/equaids_estat.ado
http://fmwww.bc.edu/repec/bocode/e/equaids_examples.ado
http://fmwww.bc.edu/repec/bocode/e/equaids_nonbuyers.dta
http://fmwww.bc.edu/repec/bocode/e/equaids_technical_note.pdf
http://fmwww.bc.edu/repec/bocode/e/mexico_2014_cereals.dta
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459917
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