Hi,
I have a database with elderly women, elderly men and elderly in couples. I want to use nlsur AIDS program from Poi (2008) to estimate an equation for elderly couples database using paramaters of individual elderly (men and women) estimation. So I first estimate the paramaters of elderly men and women (first and second stages) and then I use these paramaters in the elderly couples system (third stage). The problem is that I don’t consider the standard errors of first and second stages, then I would like to estimate all the system in one stage.
Does anyone have any idea how I can do this? I am posting my code below.
Thank you so much.
- First stage – Elderly men
program nlsuraids
version 10
syntax varlist (min=17 max=17) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idoso idade_pesref transf_gover pof_96 pof_03
tempname a1 a2 a3 a4 a5 a6
scalar `a1' = `at'[1, 1]
scalar `a2' = `at'[1, 2]
scalar `a3' = `at'[1, 3]
scalar `a4' = `at'[1, 4]
scalar `a5' = `at'[1, 5]
scalar `a6' = 1 - `a1' - `a2' - `a3' - `a4' - `a5'
tempname b1 b2 b3 b4 b5 b6
scalar `b1' = `at'[1, 6]
scalar `b2' = `at'[1, 7]
scalar `b3' = `at'[1, 8]
scalar `b4' = `at'[1, 9]
scalar `b5' = `at'[1, 10]
scalar `b6' = - `b1' - `b2' - `b3' - `b4' - `b5'
tempname g11 g12 g13 g14 g15 g16
tempname g21 g22 g23 g24 g25 g26
tempname g31 g32 g33 g34 g35 g36
tempname g41 g42 g43 g44 g45 g46
tempname g51 g52 g53 g54 g55 g56
tempname g61 g62 g63 g64 g65 g66
scalar `g11' = `at'[1, 11]
scalar `g12' = `at'[1, 12]
scalar `g13' = `at'[1, 13]
scalar `g14' = `at'[1, 14]
scalar `g15' = `at'[1, 15]
scalar `g16' = - `g11' - `g12' - `g13' - `g14' - `g15'
scalar `g21' = `g12'
scalar `g22' = `at'[1, 16]
scalar `g23' = `at'[1, 17]
scalar `g24' = `at'[1, 18]
scalar `g25' = `at'[1, 19]
scalar `g26' = - `g21' - `g22' - `g23' - `g24' - `g25'
scalar `g31' = `g13'
scalar `g32' = `g23'
scalar `g33' = `at'[1, 20]
scalar `g34' = `at'[1, 21]
scalar `g35' = `at'[1, 22]
scalar `g36' = - `g31' - `g32' - `g33' - `g34' - `g35'
scalar `g41' = `g14'
scalar `g42' = `g24'
scalar `g43' = `g34'
scalar `g44' = `at'[1, 23]
scalar `g45' = `at'[1, 24]
scalar `g46' = - `g41' - `g42' - `g43' - `g44' - `g45'
scalar `g51' = `g15'
scalar `g52' = `g25'
scalar `g53' = `g35'
scalar `g54' = `g45'
scalar `g55' = `at'[1, 25]
scalar `g56' = - `g51' - `g52' - `g53' - `g54' - `g55'
scalar `g61' = `g16'
scalar `g62' = `g26'
scalar `g63' = `g36'
scalar `g64' = `g46'
scalar `g65' = `g56'
scalar `g66' = - `g61' - `g62' - `g63' - `g64' - `g65'
tempname r11 r12 r13 r14 r15
tempname r21 r22 r23 r24 r25
tempname r31 r32 r33 r34 r35
tempname r41 r42 r43 r44 r45
tempname r51 r52 r53 r54 r55
scalar `r11' = `at'[1, 26]
scalar `r12' = `at'[1, 27]
scalar `r13' = `at'[1, 28]
scalar `r14' = `at'[1, 29]
scalar `r15' = `at'[1, 30]
scalar `r21' = `at'[1, 31]
scalar `r22' = `at'[1, 32]
scalar `r23' = `at'[1, 33]
scalar `r24' = `at'[1, 34]
scalar `r25' = `at'[1, 35]
scalar `r31' = `at'[1, 36]
scalar `r32' = `at'[1, 37]
scalar `r33' = `at'[1, 38]
scalar `r34' = `at'[1, 39]
scalar `r35' = `at'[1, 40]
scalar `r41' = `at'[1, 41]
scalar `r42' = `at'[1, 42]
scalar `r43' = `at'[1, 43]
scalar `r44' = `at'[1, 44]
scalar `r45' = `at'[1, 45]
scalar `r51' = `at'[1, 46]
scalar `r52' = `at'[1, 47]
scalar `r53' = `at'[1, 48]
scalar `r54' = `at'[1, 49]
scalar `r55' = `at'[1, 50]
quietly {
*First get the price index
*I set a_0 = 6
tempvar lpindex
gen double `lpindex' = 1.76 + `a1'*`lnp1' + `a2'*`lnp2'+ `a3'*`lnp3' + `a4'*`lnp4'+ `a5'*`lnp5'+ `a6'*`lnp6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindex' = `lpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j''
}
}
/* Finally, the expenditure shares for 5 of the 6
goods (the equation 6 is dropped to avoid singularity) */
replace `w1' = `a1' + `g11'*lnp1 + `g12'*lnp2 + `g13'*lnp3 + `g14'*lnp4 + `g15'*lnp5 + `g16'*lnp6 + `b1'*(lnexp - `lpindex') + `r11'*`escol_idoso' + `r12'*`idade_pesref' + `r13'*`transf_gover' + `r14'*`pof_96' + `r15'*`pof_03'
replace `w2' = `a2' + `g21'*lnp1 + `g22'*lnp2 + `g23'*lnp3 + `g24'*lnp4 + `g25'*lnp5 + `g26'*lnp6 + `b2'*(lnexp - `lpindex') + `r21'*`escol_idoso' + `r22'*`idade_pesref' + `r23'*`transf_gover' + `r24'*`pof_96' + `r25'*`pof_03'
replace `w3' = `a3' + `g31'*lnp1 + `g32'*lnp2 + `g33'*lnp3 + `g34'*lnp4 + `g35'*lnp5 + `g36'*lnp6 + `b3'*(lnexp - `lpindex') + `r31'*`escol_idoso' + `r32'*`idade_pesref' + `r33'*`transf_gover' + `r34'*`pof_96' + `r35'*`pof_03'
replace `w4' = `a4' + `g41'*lnp1 + `g42'*lnp2 + `g43'*lnp3 + `g44'*lnp4 + `g45'*lnp5 + `g46'*lnp6 + `b4'*(lnexp - `lpindex') + `r41'*`escol_idoso' + `r42'*`idade_pesref' + `r43'*`transf_gover' + `r44'*`pof_96' + `r45'*`pof_03'
replace `w5' = `a5' + `g51'*lnp1 + `g52'*lnp2 + `g53'*lnp3 + `g54'*lnp4 + `g55'*lnp5 + `g56'*lnp6 + `b5'*(lnexp - `lpindex') + `r51'*`escol_idoso' + `r52'*`idade_pesref' + `r53'*`transf_gover' + `r54'*`pof_96' + `r55'*`pof_03'
}
end
nlsur aids @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idoso idade_pesref transf_gover pof_96 pof_03 if elderly_man==1, ifgnls nequations(5) param(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 r11 r12 r13 r14 r15 r21 r22 r23 r24 r25 r31 r32 r33 r34 r35 r41 r42 r43 r44 r45 r51 r52 r53 r54 r55)
- Second stage – Elderly women
program nlsuraids
version 10
syntax varlist(min=17 max=17) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idosa idade_pesref transf_gover pof_96 pof_03
tempname a1 a2 a3 a4 a5 a6
scalar `a1' = `at'[1, 1]
scalar `a2' = `at'[1, 2]
scalar `a3' = `at'[1, 3]
scalar `a4' = `at'[1, 4]
scalar `a5' = `at'[1, 5]
scalar `a6' = 1 - `a1' - `a2' - `a3' - `a4' - `a5'
tempname b1 b2 b3 b4 b5 b6
scalar `b1' = `at'[1, 6]
scalar `b2' = `at'[1, 7]
scalar `b3' = `at'[1, 8]
scalar `b4' = `at'[1, 9]
scalar `b5' = `at'[1, 10]
scalar `b6' = - `b1' - `b2' - `b3' - `b4' - `b5'
tempname g11 g12 g13 g14 g15 g16
tempname g21 g22 g23 g24 g25 g26
tempname g31 g32 g33 g34 g35 g36
tempname g41 g42 g43 g44 g45 g46
tempname g51 g52 g53 g54 g55 g56
tempname g61 g62 g63 g64 g65 g66
scalar `g11' = `at'[1, 11]
scalar `g12' = `at'[1, 12]
scalar `g13' = `at'[1, 13]
scalar `g14' = `at'[1, 14]
scalar `g15' = `at'[1, 15]
scalar `g16' = - `g11' - `g12' - `g13' - `g14' - `g15'
scalar `g21' = `g12'
scalar `g22' = `at'[1, 16]
scalar `g23' = `at'[1, 17]
scalar `g24' = `at'[1, 18]
scalar `g25' = `at'[1, 19]
scalar `g26' = - `g21' - `g22' - `g23' - `g24' - `g25'
scalar `g31' = `g13'
scalar `g32' = `g23'
scalar `g33' = `at'[1, 20]
scalar `g34' = `at'[1, 21]
scalar `g35' = `at'[1, 22]
scalar `g36' = - `g31' - `g32' - `g33' - `g34' - `g35'
scalar `g41' = `g14'
scalar `g42' = `g24'
scalar `g43' = `g34'
scalar `g44' = `at'[1, 23]
scalar `g45' = `at'[1, 24]
scalar `g46' = - `g41' - `g42' - `g43' - `g44' - `g45'
scalar `g51' = `g15'
scalar `g52' = `g25'
scalar `g53' = `g35'
scalar `g54' = `g45'
scalar `g55' = `at'[1, 25]
scalar `g56' = - `g51' - `g52' - `g53' - `g54' - `g55'
scalar `g61' = `g16'
scalar `g62' = `g26'
scalar `g63' = `g36'
scalar `g64' = `g46'
scalar `g65' = `g56'
scalar `g66' = - `g61' - `g62' - `g63' - `g64' - `g65'
tempname r11 r12 r13 r14 r15
tempname r21 r22 r23 r24 r25
tempname r31 r32 r33 r34 r35
tempname r41 r42 r43 r44 r45
tempname r51 r52 r53 r54 r55
scalar `r11' = `at'[1, 26]
scalar `r12' = `at'[1, 27]
scalar `r13' = `at'[1, 28]
scalar `r14' = `at'[1, 29]
scalar `r15' = `at'[1, 30]
scalar `r21' = `at'[1, 31]
scalar `r22' = `at'[1, 32]
scalar `r23' = `at'[1, 33]
scalar `r24' = `at'[1, 34]
scalar `r25' = `at'[1, 35]
scalar `r31' = `at'[1, 36]
scalar `r32' = `at'[1, 37]
scalar `r33' = `at'[1, 38]
scalar `r34' = `at'[1, 39]
scalar `r35' = `at'[1, 40]
scalar `r41' = `at'[1, 41]
scalar `r42' = `at'[1, 42]
scalar `r43' = `at'[1, 43]
scalar `r44' = `at'[1, 44]
scalar `r45' = `at'[1, 45]
scalar `r51' = `at'[1, 46]
scalar `r52' = `at'[1, 47]
scalar `r53' = `at'[1, 48]
scalar `r54' = `at'[1, 49]
scalar `r55' = `at'[1, 50]
quietly {
*First get the price index
*I set a_0 = 6
tempvar lpindex
gen double `lpindex' = 1.64 + `a1'*`lnp1' + `a2'*`lnp2'+ `a3'*`lnp3' + `a4'*`lnp4'+ `a5'*`lnp5'+ `a6'*`lnp6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindex' = `lpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j''
}
}
/* Finally, the expenditure shares for 5 of the 6
goods (the equation 6 is dropped to avoid singularity) */
replace `w1' = `a1' + `g11'*lnp1 + `g12'*lnp2 + `g13'*lnp3 + `g14'*lnp4 + `g15'*lnp5 + `g16'*lnp6 + `b1'*(lnexp - `lpindex') + `r11'*`escol_idosa' + `r12'*`idade_pesref' + `r13'*`transf_gover' + `r14'*`pof_96' + `r15'*`pof_03'
replace `w2' = `a2' + `g21'*lnp1 + `g22'*lnp2 + `g23'*lnp3 + `g24'*lnp4 + `g25'*lnp5 + `g26'*lnp6 + `b2'*(lnexp - `lpindex') + `r21'*`escol_idosa' + `r22'*`idade_pesref' + `r23'*`transf_gover' + `r24'*`pof_96' + `r25'*`pof_03'
replace `w3' = `a3' + `g31'*lnp1 + `g32'*lnp2 + `g33'*lnp3 + `g34'*lnp4 + `g35'*lnp5 + `g36'*lnp6 + `b3'*(lnexp - `lpindex') + `r31'*`escol_idosa' + `r32'*`idade_pesref' + `r33'*`transf_gover' + `r34'*`pof_96' + `r35'*`pof_03'
replace `w4' = `a4' + `g41'*lnp1 + `g42'*lnp2 + `g43'*lnp3 + `g44'*lnp4 + `g45'*lnp5 + `g46'*lnp6 + `b4'*(lnexp - `lpindex') + `r41'*`escol_idosa' + `r42'*`idade_pesref' + `r43'*`transf_gover' + `r44'*`pof_96' + `r45'*`pof_03'
replace `w5' = `a5' + `g51'*lnp1 + `g52'*lnp2 + `g53'*lnp3 + `g54'*lnp4 + `g55'*lnp5 + `g56'*lnp6 + `b5'*(lnexp - `lpindex') + `r51'*`escol_idosa' + `r52'*`idade_pesref' + `r53'*`transf_gover' + `r54'*`pof_96' + `r55'*`pof_03'
}
end
nlsur aids @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idosa idade_pesref transf_gover pof_96 pof_03 if elderly_women==1, ifgnls nequations(5) param(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 r11 r12 r13 r14 r15 r21 r22 r23 r24 r25 r31 r32 r33 r34 r35 r41 r42 r43 r44 r45 r51 r52 r53 r54 r55)
- Third stage – Ederly in couples ("f" - female elderly parameters and "m" - male elderly parameters)
program nlsuraidscouple
version 10
syntax varlist(min=22 max=22) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 p1 p2 p3 p4 p5 p6 lnexp escol_idosa idade_idosa transf_gover pof_96 pof_03 escol_idoso idade_idoso dif_renda time_trend Mc
tempname af1 af2 af3 af4 af5 af6
scalar `af1' = 0.3508571
scalar `af2' = 0.5367001
scalar `af3' = 0.0963043
scalar `af4' = 0.0466717
scalar `af5' = -0.0376753
scalar `af6' = 1 - `af1' - `af2' - `af3' - `af4' - `af5'
tempname bf1 bf2 bf3 bf4 bf5 bf6
scalar `bf1' = -0.010056
scalar `bf2' = -0.0262115
scalar `bf3' = -0.0006611
scalar `bf4' = 0.0187041
scalar `bf5' = 0.0034199
scalar `bf6' = - `bf1' - `bf2' - `bf3' - `bf4' - `bf5'
tempname gf11 gf12 gf13 gf14 gf15 gf16
tempname gf21 gf22 gf23 gf24 gf25 gf26
tempname gf31 gf32 gf33 gf34 gf35 gf36
tempname gf41 gf42 gf43 gf44 gf45 gf46
tempname gf51 gf52 gf53 gf54 gf55 gf56
tempname gf61 gf62 gf63 gf64 gf65 gf66
scalar `gf11' = 0.2224772
scalar `gf12' = -0.1451204
scalar `gf13' = -0.0234329
scalar `gf14' = -0.0138873
scalar `gf15' = -0.0199647
scalar `gf16' = - `gf11' - `gf12' - `gf13' - `gf14' - `gf15'
scalar `gf21' = `gf12'
scalar `gf22' = 0.0033397
scalar `gf23' = -0.015484
scalar `gf24' = 0.0164493
scalar `gf25' = 0.1482434
scalar `gf26' = - `gf21' - `gf22' - `gf23' - `gf24' - `gf25'
scalar `gf31' = `gf13'
scalar `gf32' = `gf23'
scalar `gf33' = 0.0459164
scalar `gf34' = 0.0168696
scalar `gf35' = 0.0016994
scalar `gf36' = - `gf31' - `gf32' - `gf33' - `gf34' - `gf35'
scalar `gf41' = `gf14'
scalar `gf42' = `gf24'
scalar `gf43' = `gf34'
scalar `gf44' = -0.0403316
scalar `gf45' = 0.0246683
scalar `gf46' = - `gf41' - `gf42' - `gf43' - `gf44' - `gf45'
scalar `gf51' = `gf15'
scalar `gf52' = `gf25'
scalar `gf53' = `gf35'
scalar `gf54' = `gf45'
scalar `gf55' = -0.1945782
scalar `gf56' = - `gf51' - `gf52' - `gf53' - `gf54' - `gf55'
scalar `gf61' = `gf16'
scalar `gf62' = `gf26'
scalar `gf63' = `gf36'
scalar `gf64' = `gf46'
scalar `gf65' = `gf56'
scalar `gf66' = - `gf61' - `gf62' - `gf63' - `gf64' - `gf65'
tempname rf11 rf12 rf13 rf14 rf15
tempname rf21 rf22 rf23 rf24 rf25
tempname rf31 rf32 rf33 rf34 rf35
tempname rf41 rf42 rf43 rf44 rf45
tempname rf51 rf52 rf53 rf54 rf55
scalar `rf11' = -0.0085576
scalar `rf12' = -0.0011624
scalar `rf13' = 0.0062469
scalar `rf14' = 0.1311077
scalar `rf15' = -0.0040328
scalar `rf21' = 0.0033389
scalar `rf22' = 0.0028931
scalar `rf23' = -0.0135272
scalar `rf24' = -0.3711398
scalar `rf25' = -0.0667765
scalar `rf31' = 0.0002489
scalar `rf32' = -0.0009382
scalar `rf33' = -0.0000248
scalar `rf34' = 0.0029681
scalar `rf35' = -0.0084301
scalar `rf41' = 0.0032483
scalar `rf42' = -0.0021089
scalar `rf43' = 0.0078469
scalar `rf44' = 0.0332397
scalar `rf45' = 0.0031179
scalar `rf51' = -0.001098
scalar `rf52' = 0.0020926
scalar `rf53' = 0.0019834
scalar `rf54' = 0.1512718
scalar `rf55' = 0.092456
tempname am1 am2 am3 am4 am5 am6
scalar `am1' = 0.4193619
scalar `am2' = 0.3890712
scalar `am3' = 0.0904862
scalar `am4' = -0.0855106
scalar `am5' = 0.0100474
scalar `am6' = 1 - `am1' - `am2' - `am3' - `am4' - `am5'
tempname bm1 bm2 bm3 bm4 bm5 bm6
scalar `bm1' = -0.0218672
scalar `bm2' = -0.0337519
scalar `bm3' = -0.0056566
scalar `bm4' = 0.057614
scalar `bm5' = 0.0014422
scalar `bm6' = - `bm1' - `bm2' - `bm3' - `bm4' - `bm5'
tempname gm11 gm12 gm13 gm14 gm15 gm16
tempname gm21 gm22 gm23 gm24 gm25 gm26
tempname gm31 gm32 gm33 gm34 gm35 gm36
tempname gm41 gm42 gm43 gm44 gm45 gm46
tempname gm51 gm52 gm53 gm54 gm55 gm56
tempname gm61 gm62 gm63 gm64 gm65 gm66
scalar `gm11' = 0.2023128
scalar `gm12' = -0.0629833
scalar `gm13' = -0.0352643
scalar `gm14' = -0.028009
scalar `gm15' = 0.0611543
scalar `gm16' = - `gm11' - `gm12' - `gm13' - `gm14' - `gm15'
scalar `gm21' = `gm12'
scalar `gm22' = -0.0978133
scalar `gm23' = 0.0086363
scalar `gm24' = 0.1436452
scalar `gm25' = -0.0428634
scalar `gm26' = - `gm21' - `gm22' - `gm23' - `gm24' - `gm25'
scalar `gm31' = `gm13'
scalar `gm32' = `gm23'
scalar `gm33' = 0.0032568
scalar `gm34' = 0.0364523
scalar `gm35' = -0.0111659
scalar `gm36' = - `gm31' - `gm32' - `gm33' - `gm34' - `gm35'
scalar `gm41' = `gm14'
scalar `gm42' = `gm24'
scalar `gm43' = `gm34'
scalar `gm44' = -0.0587932
scalar `gm45' = -0.0576495
scalar `gm46' = - `gm41' - `gm42' - `gm43' - `gm44' - `gm45'
scalar `gm51' = `gm15'
scalar `gm52' = `gm25'
scalar `gm53' = `gm35'
scalar `gm54' = `gm45'
scalar `gm55' = -0.0534491
scalar `gm56' = - `gm51' - `gm52' - `gm53' - `gm54' - `gm55'
scalar `gm61' = `gm16'
scalar `gm62' = `gm26'
scalar `gm63' = `gm36'
scalar `gm64' = `gm46'
scalar `gm65' = `gm56'
scalar `gm66' = - `gm61' - `gm62' - `gm63' - `gm64' - `gm65'
tempname rm11 rm12 rm13 rm14 rm15
tempname rm21 rm22 rm23 rm24 rm25
tempname rm31 rm32 rm33 rm34 rm35
tempname rm41 rm42 rm43 rm44 rm45
tempname rm51 rm52 rm53 rm54 rm55
scalar `rm11' = -0.0067218
scalar `rm12' = -0.0007283
scalar `rm13' = -0.0024119
scalar `rm14' = 0.1120134
scalar `rm15' = 0.0101155
scalar `rm21' = 0.0033375
scalar `rm22' = 0.0049875
scalar `rm23' = -0.019966
scalar `rm24' = -0.3090848
scalar `rm25' = -0.0482838
scalar `rm31' = -0.0002138
scalar `rm32' = -0.0001562
scalar `rm33' = -0.0141397
scalar `rm34' = 0.001623
scalar `rm35' = -0.0179029
scalar `rm41' = 0.0010057
scalar `rm42' = -0.0030705
scalar `rm43' = 0.0020591
scalar `rm44' = 0.1036636
scalar `rm45' = 0.0336761
scalar `rm51' = 0.0018315
scalar `rm52' = 0.0011459
scalar `rm53' = 0.0110968
scalar `rm54' = 0.0208002
scalar `rm55' = 0.0227367
tempname s1 s2 s3 s4 s5
scalar `s1' = `at'[1, 1]
scalar `s2' = `at'[1, 2]
scalar `s3' = `at'[1, 3]
scalar `s4' = `at'[1, 4]
scalar `s5' = `at'[1, 5]
tempname t1 t2 t3 t4 t5 t6
scalar `t1' = `at'[1, 6]
scalar `t2' = `at'[1, 7]
scalar `t3' = `at'[1, 8]
scalar `t4' = `at'[1, 9]
scalar `t5' = `at'[1, 10]
scalar `t6' = `at'[1, 11]
quietly {
*Sharing Rule
tempvar sharingrule
generate double `sharingrule' = 0
replace `sharingrule'=exp(`s1'+`s2'*`dif_renda'+`s3'*`time _trend'+`s4'*`escol_idosa'+`s5'*`Mc')/(1+exp(`s1'+`s2'*`dif_renda'+`s3'*`time_trend'+`s4 '*`escol_idosa'+`s5'*`Mc'))
/* The Consumption Techonology on Couple Quaids model: */
tempvar constechn1
generate double `constechn1' = 0
replace `constechn1'=(((1+(exp(`t1')/(1+exp(`t1'))))/2)*`p1')/exp(`lnexp')
replace `constechn1'=ln(`constechn1')
tempvar constechn2
generate double `constechn2' = 0
replace `constechn2'=(((1+(exp(`t2')/(1+exp(`t2'))))/2)*`p2')/exp(`lnexp')
replace `constechn2'=ln(`constechn2')
tempvar constechn3
generate double `constechn3' = 0
replace `constechn3'=(((1+(exp(`t3')/(1+exp(`t3'))))/2)*`p3')/exp(`lnexp')
replace `constechn3'=ln(`constechn3')
tempvar constechn4
generate double `constechn4' = 0
replace `constechn4'=(((1+(exp(`t4')/(1+exp(`t4'))))/2)*`p4')/exp(`lnexp')
replace `constechn4'=ln(`constechn4')
tempvar constechn5
generate double `constechn5' = 0
replace `constechn5'=(((1+(exp(`t5')/(1+exp(`t5'))))/2)*`p5')/exp(`lnexp')
replace `constechn5'=ln(`constechn5')
tempvar constechn6
generate double `constechn6' = 0
replace `constechn6'=(((1+(exp(`t6')/(1+exp(`t6'))))/2)*`p6')/exp(`lnexp')
replace `constechn6'=ln(`constechn6')
* First get the price index
* I set a_0 = 6
tempvar lpindexf
gen double `lpindexf' = 0.85 + `af1'*`constechn1' + `af2'*`constechn2'+ `af3'*`constechn3' + `af4'*`constechn4'+ `af5'*`constechn5'+ `af6'*`constechn6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindexf' = `lpindexf' + 0.5*`gf`i'`j''*`constechn`i''*`constechn`j''
}
}
tempvar lpindexm
gen double `lpindexm' = 0.96 + `am1'*`constechn1' + `am2'*`constechn2'+ `am3'*`constechn3' + `am4'*`constechn4'+ `am5'*`constechn5'+ `am6'*`constechn6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindexm' = `lpindexm' + 0.5*`gm`i'`j''*`constechn`i''*`constechn`j''
}
}
/* Finally, the expenditure shares */
tempvar wf1
generate double `wf1' = 0
replace `wf1' = `af1' + `gf11'*`constechn1' + `gf12'*`constechn2' + `gf13'*`constechn3' + `gf14'*`constechn4' + `gf15'*`constechn5' + `gf16'*`constechn6' + `bf1'*(ln(`sharingrule') - `lpindexf') + `rf11'*`escol_idosa' + `rf12'*`idade_idosa' + `rf13'*`transf_gover' + `rf14'*`pof_96' + `rf15'*`pof_03'
tempvar wf2
generate double `wf2' = 0
replace `wf2' = `af2' + `gf21'*`constechn1' + `gf22'*`constechn2' + `gf23'*`constechn3' + `gf24'*`constechn4' + `gf25'*`constechn5' + `gf26'*`constechn6' + `bf2'*(ln(`sharingrule') - `lpindexf') + `rf21'*`escol_idosa' + `rf22'*`idade_idosa' + `rf23'*`transf_gover' + `rf24'*`pof_96' + `rf25'*`pof_03'
tempvar wf3
generate double `wf3' = 0
replace `wf3' = `af3' + `gf31'*`constechn1' + `gf32'*`constechn2' + `gf33'*`constechn3' + `gf34'*`constechn4' + `gf35'*`constechn5' + `gf36'*`constechn6' + `bf3'*(ln(`sharingrule') - `lpindexf') + `rf31'*`escol_idosa' + `rf32'*`idade_idosa' + `rf33'*`transf_gover' + `rf34'*`pof_96' + `rf35'*`pof_03'
tempvar wf4
generate double `wf4' = 0
replace `wf4' = `af4' + `gf41'*`constechn1' + `gf42'*`constechn2' + `gf43'*`constechn3' + `gf44'*`constechn4' + `gf45'*`constechn5' + `gf46'*`constechn6' + `bf4'*(ln(`sharingrule') - `lpindexf') + `rf41'*`escol_idosa' + `rf42'*`idade_idosa' + `rf43'*`transf_gover' + `rf44'*`pof_96' + `rf45'*`pof_03'
tempvar wf5
generate double `wf5' = 0
replace `wf5' = `af5' + `gf51'*`constechn1' + `gf52'*`constechn2' + `gf53'*`constechn3' + `gf54'*`constechn4' + `gf55'*`constechn5' + `gf56'*`constechn6' + `bf5'*(ln(`sharingrule') - `lpindexf') + `rf51'*`escol_idosa' + `rf52'*`idade_idosa' + `rf53'*`transf_gover' + `rf54'*`pof_96' + `rf55'*`pof_03'
tempvar wm1
generate double `wm1' = 0
replace `wm1' = `am1' + `gm11'*`constechn1' + `gm12'*`constechn2' + `gm13'*`constechn3' + `gm14'*`constechn4' + `gm15'*`constechn5' + `gm16'*`constechn6' + `bm1'*(ln(`sharingrule') - `lpindexm') + `rm11'*`escol_idoso' + `rm12'*`idade_idoso' + `rm13'*`transf_gover' + `rm14'*`pof_96' + `rm15'*`pof_03'
tempvar wm2
generate double `wm2' = 0
replace `wm2' = `am2' + `gm21'*`constechn1' + `gm22'*`constechn2' + `gm23'*`constechn3' + `gm24'*`constechn4' + `gm25'*`constechn5' + `gm26'*`constechn6' + `bm2'*(ln(`sharingrule') - `lpindexm') + `rm21'*`escol_idoso' + `rm22'*`idade_idoso' + `rm23'*`transf_gover' + `rm24'*`pof_96' + `rm25'*`pof_03'
tempvar wm3
generate double `wm3' = 0
replace `wm3' = `am3' + `gm31'*`constechn1' + `gm32'*`constechn2' + `gm33'*`constechn3' + `gm34'*`constechn4' + `gm35'*`constechn5' + `gm36'*`constechn6' + `bm3'*(ln(`sharingrule') - `lpindexm') + `rm31'*`escol_idoso' + `rm32'*`idade_idoso' + `rm33'*`transf_gover' + `rm34'*`pof_96' + `rm35'*`pof_03'
tempvar wm4
generate double `wm4' = 0
replace `wm4' = `am4' + `gm41'*`constechn1' + `gm42'*`constechn2' + `gm43'*`constechn3' + `gm44'*`constechn4' + `gm45'*`constechn5' + `gm46'*`constechn6' + `bm4'*(ln(`sharingrule') - `lpindexm') + `rm41'*`escol_idoso' + `rm42'*`idade_idoso' + `rm43'*`transf_gover' + `rm44'*`pof_96' + `rm45'*`pof_03'
tempvar wm5
generate double `wm5' = 0
replace `wm5' = `am5' + `gm51'*`constechn1' + `gm52'*`constechn2' + `gm53'*`constechn3' + `gm54'*`constechn4' + `gm55'*`constechn5' + `gm56'*`constechn6' + `bm5'*(ln(`sharingrule') - `lpindexm') + `rm51'*`escol_idoso' + `rm52'*`idade_idoso' + `rm53'*`transf_gover' + `rm54'*`pof_96' + `rm55'*`pof_03'
replace `w1' = `sharingrule'*`wf1' + (1 - `sharingrule')*`wm1'
replace `w2' = `sharingrule'*`wf2' + (1 - `sharingrule')*`wm2'
replace `w3' = `sharingrule'*`wf3' + (1 - `sharingrule')*`wm3'
replace `w4' = `sharingrule'*`wf4' + (1 - `sharingrule')*`wm4'
replace `w5' = `sharingrule'*`wf5' + (1 - `sharingrule')*`wm5'
}
end
nlsur aidscouple @ w1 w2 w3 w4 w5 p1 p2 p3 p4 p5 p6 lnexp escol_idosa idade_idosa transf_gover pof_96 pof_03 escol_idoso idade_idoso dif_renda time_trend Mc if elderly_couple==1, ifgnls nequations(5) param(s1 s2 s3 s4 s5 t1 t2 t3 t4 t5 t6)
I have a database with elderly women, elderly men and elderly in couples. I want to use nlsur AIDS program from Poi (2008) to estimate an equation for elderly couples database using paramaters of individual elderly (men and women) estimation. So I first estimate the paramaters of elderly men and women (first and second stages) and then I use these paramaters in the elderly couples system (third stage). The problem is that I don’t consider the standard errors of first and second stages, then I would like to estimate all the system in one stage.
Does anyone have any idea how I can do this? I am posting my code below.
Thank you so much.
- First stage – Elderly men
program nlsuraids
version 10
syntax varlist (min=17 max=17) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idoso idade_pesref transf_gover pof_96 pof_03
tempname a1 a2 a3 a4 a5 a6
scalar `a1' = `at'[1, 1]
scalar `a2' = `at'[1, 2]
scalar `a3' = `at'[1, 3]
scalar `a4' = `at'[1, 4]
scalar `a5' = `at'[1, 5]
scalar `a6' = 1 - `a1' - `a2' - `a3' - `a4' - `a5'
tempname b1 b2 b3 b4 b5 b6
scalar `b1' = `at'[1, 6]
scalar `b2' = `at'[1, 7]
scalar `b3' = `at'[1, 8]
scalar `b4' = `at'[1, 9]
scalar `b5' = `at'[1, 10]
scalar `b6' = - `b1' - `b2' - `b3' - `b4' - `b5'
tempname g11 g12 g13 g14 g15 g16
tempname g21 g22 g23 g24 g25 g26
tempname g31 g32 g33 g34 g35 g36
tempname g41 g42 g43 g44 g45 g46
tempname g51 g52 g53 g54 g55 g56
tempname g61 g62 g63 g64 g65 g66
scalar `g11' = `at'[1, 11]
scalar `g12' = `at'[1, 12]
scalar `g13' = `at'[1, 13]
scalar `g14' = `at'[1, 14]
scalar `g15' = `at'[1, 15]
scalar `g16' = - `g11' - `g12' - `g13' - `g14' - `g15'
scalar `g21' = `g12'
scalar `g22' = `at'[1, 16]
scalar `g23' = `at'[1, 17]
scalar `g24' = `at'[1, 18]
scalar `g25' = `at'[1, 19]
scalar `g26' = - `g21' - `g22' - `g23' - `g24' - `g25'
scalar `g31' = `g13'
scalar `g32' = `g23'
scalar `g33' = `at'[1, 20]
scalar `g34' = `at'[1, 21]
scalar `g35' = `at'[1, 22]
scalar `g36' = - `g31' - `g32' - `g33' - `g34' - `g35'
scalar `g41' = `g14'
scalar `g42' = `g24'
scalar `g43' = `g34'
scalar `g44' = `at'[1, 23]
scalar `g45' = `at'[1, 24]
scalar `g46' = - `g41' - `g42' - `g43' - `g44' - `g45'
scalar `g51' = `g15'
scalar `g52' = `g25'
scalar `g53' = `g35'
scalar `g54' = `g45'
scalar `g55' = `at'[1, 25]
scalar `g56' = - `g51' - `g52' - `g53' - `g54' - `g55'
scalar `g61' = `g16'
scalar `g62' = `g26'
scalar `g63' = `g36'
scalar `g64' = `g46'
scalar `g65' = `g56'
scalar `g66' = - `g61' - `g62' - `g63' - `g64' - `g65'
tempname r11 r12 r13 r14 r15
tempname r21 r22 r23 r24 r25
tempname r31 r32 r33 r34 r35
tempname r41 r42 r43 r44 r45
tempname r51 r52 r53 r54 r55
scalar `r11' = `at'[1, 26]
scalar `r12' = `at'[1, 27]
scalar `r13' = `at'[1, 28]
scalar `r14' = `at'[1, 29]
scalar `r15' = `at'[1, 30]
scalar `r21' = `at'[1, 31]
scalar `r22' = `at'[1, 32]
scalar `r23' = `at'[1, 33]
scalar `r24' = `at'[1, 34]
scalar `r25' = `at'[1, 35]
scalar `r31' = `at'[1, 36]
scalar `r32' = `at'[1, 37]
scalar `r33' = `at'[1, 38]
scalar `r34' = `at'[1, 39]
scalar `r35' = `at'[1, 40]
scalar `r41' = `at'[1, 41]
scalar `r42' = `at'[1, 42]
scalar `r43' = `at'[1, 43]
scalar `r44' = `at'[1, 44]
scalar `r45' = `at'[1, 45]
scalar `r51' = `at'[1, 46]
scalar `r52' = `at'[1, 47]
scalar `r53' = `at'[1, 48]
scalar `r54' = `at'[1, 49]
scalar `r55' = `at'[1, 50]
quietly {
*First get the price index
*I set a_0 = 6
tempvar lpindex
gen double `lpindex' = 1.76 + `a1'*`lnp1' + `a2'*`lnp2'+ `a3'*`lnp3' + `a4'*`lnp4'+ `a5'*`lnp5'+ `a6'*`lnp6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindex' = `lpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j''
}
}
/* Finally, the expenditure shares for 5 of the 6
goods (the equation 6 is dropped to avoid singularity) */
replace `w1' = `a1' + `g11'*lnp1 + `g12'*lnp2 + `g13'*lnp3 + `g14'*lnp4 + `g15'*lnp5 + `g16'*lnp6 + `b1'*(lnexp - `lpindex') + `r11'*`escol_idoso' + `r12'*`idade_pesref' + `r13'*`transf_gover' + `r14'*`pof_96' + `r15'*`pof_03'
replace `w2' = `a2' + `g21'*lnp1 + `g22'*lnp2 + `g23'*lnp3 + `g24'*lnp4 + `g25'*lnp5 + `g26'*lnp6 + `b2'*(lnexp - `lpindex') + `r21'*`escol_idoso' + `r22'*`idade_pesref' + `r23'*`transf_gover' + `r24'*`pof_96' + `r25'*`pof_03'
replace `w3' = `a3' + `g31'*lnp1 + `g32'*lnp2 + `g33'*lnp3 + `g34'*lnp4 + `g35'*lnp5 + `g36'*lnp6 + `b3'*(lnexp - `lpindex') + `r31'*`escol_idoso' + `r32'*`idade_pesref' + `r33'*`transf_gover' + `r34'*`pof_96' + `r35'*`pof_03'
replace `w4' = `a4' + `g41'*lnp1 + `g42'*lnp2 + `g43'*lnp3 + `g44'*lnp4 + `g45'*lnp5 + `g46'*lnp6 + `b4'*(lnexp - `lpindex') + `r41'*`escol_idoso' + `r42'*`idade_pesref' + `r43'*`transf_gover' + `r44'*`pof_96' + `r45'*`pof_03'
replace `w5' = `a5' + `g51'*lnp1 + `g52'*lnp2 + `g53'*lnp3 + `g54'*lnp4 + `g55'*lnp5 + `g56'*lnp6 + `b5'*(lnexp - `lpindex') + `r51'*`escol_idoso' + `r52'*`idade_pesref' + `r53'*`transf_gover' + `r54'*`pof_96' + `r55'*`pof_03'
}
end
nlsur aids @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idoso idade_pesref transf_gover pof_96 pof_03 if elderly_man==1, ifgnls nequations(5) param(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 r11 r12 r13 r14 r15 r21 r22 r23 r24 r25 r31 r32 r33 r34 r35 r41 r42 r43 r44 r45 r51 r52 r53 r54 r55)
- Second stage – Elderly women
program nlsuraids
version 10
syntax varlist(min=17 max=17) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idosa idade_pesref transf_gover pof_96 pof_03
tempname a1 a2 a3 a4 a5 a6
scalar `a1' = `at'[1, 1]
scalar `a2' = `at'[1, 2]
scalar `a3' = `at'[1, 3]
scalar `a4' = `at'[1, 4]
scalar `a5' = `at'[1, 5]
scalar `a6' = 1 - `a1' - `a2' - `a3' - `a4' - `a5'
tempname b1 b2 b3 b4 b5 b6
scalar `b1' = `at'[1, 6]
scalar `b2' = `at'[1, 7]
scalar `b3' = `at'[1, 8]
scalar `b4' = `at'[1, 9]
scalar `b5' = `at'[1, 10]
scalar `b6' = - `b1' - `b2' - `b3' - `b4' - `b5'
tempname g11 g12 g13 g14 g15 g16
tempname g21 g22 g23 g24 g25 g26
tempname g31 g32 g33 g34 g35 g36
tempname g41 g42 g43 g44 g45 g46
tempname g51 g52 g53 g54 g55 g56
tempname g61 g62 g63 g64 g65 g66
scalar `g11' = `at'[1, 11]
scalar `g12' = `at'[1, 12]
scalar `g13' = `at'[1, 13]
scalar `g14' = `at'[1, 14]
scalar `g15' = `at'[1, 15]
scalar `g16' = - `g11' - `g12' - `g13' - `g14' - `g15'
scalar `g21' = `g12'
scalar `g22' = `at'[1, 16]
scalar `g23' = `at'[1, 17]
scalar `g24' = `at'[1, 18]
scalar `g25' = `at'[1, 19]
scalar `g26' = - `g21' - `g22' - `g23' - `g24' - `g25'
scalar `g31' = `g13'
scalar `g32' = `g23'
scalar `g33' = `at'[1, 20]
scalar `g34' = `at'[1, 21]
scalar `g35' = `at'[1, 22]
scalar `g36' = - `g31' - `g32' - `g33' - `g34' - `g35'
scalar `g41' = `g14'
scalar `g42' = `g24'
scalar `g43' = `g34'
scalar `g44' = `at'[1, 23]
scalar `g45' = `at'[1, 24]
scalar `g46' = - `g41' - `g42' - `g43' - `g44' - `g45'
scalar `g51' = `g15'
scalar `g52' = `g25'
scalar `g53' = `g35'
scalar `g54' = `g45'
scalar `g55' = `at'[1, 25]
scalar `g56' = - `g51' - `g52' - `g53' - `g54' - `g55'
scalar `g61' = `g16'
scalar `g62' = `g26'
scalar `g63' = `g36'
scalar `g64' = `g46'
scalar `g65' = `g56'
scalar `g66' = - `g61' - `g62' - `g63' - `g64' - `g65'
tempname r11 r12 r13 r14 r15
tempname r21 r22 r23 r24 r25
tempname r31 r32 r33 r34 r35
tempname r41 r42 r43 r44 r45
tempname r51 r52 r53 r54 r55
scalar `r11' = `at'[1, 26]
scalar `r12' = `at'[1, 27]
scalar `r13' = `at'[1, 28]
scalar `r14' = `at'[1, 29]
scalar `r15' = `at'[1, 30]
scalar `r21' = `at'[1, 31]
scalar `r22' = `at'[1, 32]
scalar `r23' = `at'[1, 33]
scalar `r24' = `at'[1, 34]
scalar `r25' = `at'[1, 35]
scalar `r31' = `at'[1, 36]
scalar `r32' = `at'[1, 37]
scalar `r33' = `at'[1, 38]
scalar `r34' = `at'[1, 39]
scalar `r35' = `at'[1, 40]
scalar `r41' = `at'[1, 41]
scalar `r42' = `at'[1, 42]
scalar `r43' = `at'[1, 43]
scalar `r44' = `at'[1, 44]
scalar `r45' = `at'[1, 45]
scalar `r51' = `at'[1, 46]
scalar `r52' = `at'[1, 47]
scalar `r53' = `at'[1, 48]
scalar `r54' = `at'[1, 49]
scalar `r55' = `at'[1, 50]
quietly {
*First get the price index
*I set a_0 = 6
tempvar lpindex
gen double `lpindex' = 1.64 + `a1'*`lnp1' + `a2'*`lnp2'+ `a3'*`lnp3' + `a4'*`lnp4'+ `a5'*`lnp5'+ `a6'*`lnp6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindex' = `lpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j''
}
}
/* Finally, the expenditure shares for 5 of the 6
goods (the equation 6 is dropped to avoid singularity) */
replace `w1' = `a1' + `g11'*lnp1 + `g12'*lnp2 + `g13'*lnp3 + `g14'*lnp4 + `g15'*lnp5 + `g16'*lnp6 + `b1'*(lnexp - `lpindex') + `r11'*`escol_idosa' + `r12'*`idade_pesref' + `r13'*`transf_gover' + `r14'*`pof_96' + `r15'*`pof_03'
replace `w2' = `a2' + `g21'*lnp1 + `g22'*lnp2 + `g23'*lnp3 + `g24'*lnp4 + `g25'*lnp5 + `g26'*lnp6 + `b2'*(lnexp - `lpindex') + `r21'*`escol_idosa' + `r22'*`idade_pesref' + `r23'*`transf_gover' + `r24'*`pof_96' + `r25'*`pof_03'
replace `w3' = `a3' + `g31'*lnp1 + `g32'*lnp2 + `g33'*lnp3 + `g34'*lnp4 + `g35'*lnp5 + `g36'*lnp6 + `b3'*(lnexp - `lpindex') + `r31'*`escol_idosa' + `r32'*`idade_pesref' + `r33'*`transf_gover' + `r34'*`pof_96' + `r35'*`pof_03'
replace `w4' = `a4' + `g41'*lnp1 + `g42'*lnp2 + `g43'*lnp3 + `g44'*lnp4 + `g45'*lnp5 + `g46'*lnp6 + `b4'*(lnexp - `lpindex') + `r41'*`escol_idosa' + `r42'*`idade_pesref' + `r43'*`transf_gover' + `r44'*`pof_96' + `r45'*`pof_03'
replace `w5' = `a5' + `g51'*lnp1 + `g52'*lnp2 + `g53'*lnp3 + `g54'*lnp4 + `g55'*lnp5 + `g56'*lnp6 + `b5'*(lnexp - `lpindex') + `r51'*`escol_idosa' + `r52'*`idade_pesref' + `r53'*`transf_gover' + `r54'*`pof_96' + `r55'*`pof_03'
}
end
nlsur aids @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp escol_idosa idade_pesref transf_gover pof_96 pof_03 if elderly_women==1, ifgnls nequations(5) param(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 r11 r12 r13 r14 r15 r21 r22 r23 r24 r25 r31 r32 r33 r34 r35 r41 r42 r43 r44 r45 r51 r52 r53 r54 r55)
- Third stage – Ederly in couples ("f" - female elderly parameters and "m" - male elderly parameters)
program nlsuraidscouple
version 10
syntax varlist(min=22 max=22) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 p1 p2 p3 p4 p5 p6 lnexp escol_idosa idade_idosa transf_gover pof_96 pof_03 escol_idoso idade_idoso dif_renda time_trend Mc
tempname af1 af2 af3 af4 af5 af6
scalar `af1' = 0.3508571
scalar `af2' = 0.5367001
scalar `af3' = 0.0963043
scalar `af4' = 0.0466717
scalar `af5' = -0.0376753
scalar `af6' = 1 - `af1' - `af2' - `af3' - `af4' - `af5'
tempname bf1 bf2 bf3 bf4 bf5 bf6
scalar `bf1' = -0.010056
scalar `bf2' = -0.0262115
scalar `bf3' = -0.0006611
scalar `bf4' = 0.0187041
scalar `bf5' = 0.0034199
scalar `bf6' = - `bf1' - `bf2' - `bf3' - `bf4' - `bf5'
tempname gf11 gf12 gf13 gf14 gf15 gf16
tempname gf21 gf22 gf23 gf24 gf25 gf26
tempname gf31 gf32 gf33 gf34 gf35 gf36
tempname gf41 gf42 gf43 gf44 gf45 gf46
tempname gf51 gf52 gf53 gf54 gf55 gf56
tempname gf61 gf62 gf63 gf64 gf65 gf66
scalar `gf11' = 0.2224772
scalar `gf12' = -0.1451204
scalar `gf13' = -0.0234329
scalar `gf14' = -0.0138873
scalar `gf15' = -0.0199647
scalar `gf16' = - `gf11' - `gf12' - `gf13' - `gf14' - `gf15'
scalar `gf21' = `gf12'
scalar `gf22' = 0.0033397
scalar `gf23' = -0.015484
scalar `gf24' = 0.0164493
scalar `gf25' = 0.1482434
scalar `gf26' = - `gf21' - `gf22' - `gf23' - `gf24' - `gf25'
scalar `gf31' = `gf13'
scalar `gf32' = `gf23'
scalar `gf33' = 0.0459164
scalar `gf34' = 0.0168696
scalar `gf35' = 0.0016994
scalar `gf36' = - `gf31' - `gf32' - `gf33' - `gf34' - `gf35'
scalar `gf41' = `gf14'
scalar `gf42' = `gf24'
scalar `gf43' = `gf34'
scalar `gf44' = -0.0403316
scalar `gf45' = 0.0246683
scalar `gf46' = - `gf41' - `gf42' - `gf43' - `gf44' - `gf45'
scalar `gf51' = `gf15'
scalar `gf52' = `gf25'
scalar `gf53' = `gf35'
scalar `gf54' = `gf45'
scalar `gf55' = -0.1945782
scalar `gf56' = - `gf51' - `gf52' - `gf53' - `gf54' - `gf55'
scalar `gf61' = `gf16'
scalar `gf62' = `gf26'
scalar `gf63' = `gf36'
scalar `gf64' = `gf46'
scalar `gf65' = `gf56'
scalar `gf66' = - `gf61' - `gf62' - `gf63' - `gf64' - `gf65'
tempname rf11 rf12 rf13 rf14 rf15
tempname rf21 rf22 rf23 rf24 rf25
tempname rf31 rf32 rf33 rf34 rf35
tempname rf41 rf42 rf43 rf44 rf45
tempname rf51 rf52 rf53 rf54 rf55
scalar `rf11' = -0.0085576
scalar `rf12' = -0.0011624
scalar `rf13' = 0.0062469
scalar `rf14' = 0.1311077
scalar `rf15' = -0.0040328
scalar `rf21' = 0.0033389
scalar `rf22' = 0.0028931
scalar `rf23' = -0.0135272
scalar `rf24' = -0.3711398
scalar `rf25' = -0.0667765
scalar `rf31' = 0.0002489
scalar `rf32' = -0.0009382
scalar `rf33' = -0.0000248
scalar `rf34' = 0.0029681
scalar `rf35' = -0.0084301
scalar `rf41' = 0.0032483
scalar `rf42' = -0.0021089
scalar `rf43' = 0.0078469
scalar `rf44' = 0.0332397
scalar `rf45' = 0.0031179
scalar `rf51' = -0.001098
scalar `rf52' = 0.0020926
scalar `rf53' = 0.0019834
scalar `rf54' = 0.1512718
scalar `rf55' = 0.092456
tempname am1 am2 am3 am4 am5 am6
scalar `am1' = 0.4193619
scalar `am2' = 0.3890712
scalar `am3' = 0.0904862
scalar `am4' = -0.0855106
scalar `am5' = 0.0100474
scalar `am6' = 1 - `am1' - `am2' - `am3' - `am4' - `am5'
tempname bm1 bm2 bm3 bm4 bm5 bm6
scalar `bm1' = -0.0218672
scalar `bm2' = -0.0337519
scalar `bm3' = -0.0056566
scalar `bm4' = 0.057614
scalar `bm5' = 0.0014422
scalar `bm6' = - `bm1' - `bm2' - `bm3' - `bm4' - `bm5'
tempname gm11 gm12 gm13 gm14 gm15 gm16
tempname gm21 gm22 gm23 gm24 gm25 gm26
tempname gm31 gm32 gm33 gm34 gm35 gm36
tempname gm41 gm42 gm43 gm44 gm45 gm46
tempname gm51 gm52 gm53 gm54 gm55 gm56
tempname gm61 gm62 gm63 gm64 gm65 gm66
scalar `gm11' = 0.2023128
scalar `gm12' = -0.0629833
scalar `gm13' = -0.0352643
scalar `gm14' = -0.028009
scalar `gm15' = 0.0611543
scalar `gm16' = - `gm11' - `gm12' - `gm13' - `gm14' - `gm15'
scalar `gm21' = `gm12'
scalar `gm22' = -0.0978133
scalar `gm23' = 0.0086363
scalar `gm24' = 0.1436452
scalar `gm25' = -0.0428634
scalar `gm26' = - `gm21' - `gm22' - `gm23' - `gm24' - `gm25'
scalar `gm31' = `gm13'
scalar `gm32' = `gm23'
scalar `gm33' = 0.0032568
scalar `gm34' = 0.0364523
scalar `gm35' = -0.0111659
scalar `gm36' = - `gm31' - `gm32' - `gm33' - `gm34' - `gm35'
scalar `gm41' = `gm14'
scalar `gm42' = `gm24'
scalar `gm43' = `gm34'
scalar `gm44' = -0.0587932
scalar `gm45' = -0.0576495
scalar `gm46' = - `gm41' - `gm42' - `gm43' - `gm44' - `gm45'
scalar `gm51' = `gm15'
scalar `gm52' = `gm25'
scalar `gm53' = `gm35'
scalar `gm54' = `gm45'
scalar `gm55' = -0.0534491
scalar `gm56' = - `gm51' - `gm52' - `gm53' - `gm54' - `gm55'
scalar `gm61' = `gm16'
scalar `gm62' = `gm26'
scalar `gm63' = `gm36'
scalar `gm64' = `gm46'
scalar `gm65' = `gm56'
scalar `gm66' = - `gm61' - `gm62' - `gm63' - `gm64' - `gm65'
tempname rm11 rm12 rm13 rm14 rm15
tempname rm21 rm22 rm23 rm24 rm25
tempname rm31 rm32 rm33 rm34 rm35
tempname rm41 rm42 rm43 rm44 rm45
tempname rm51 rm52 rm53 rm54 rm55
scalar `rm11' = -0.0067218
scalar `rm12' = -0.0007283
scalar `rm13' = -0.0024119
scalar `rm14' = 0.1120134
scalar `rm15' = 0.0101155
scalar `rm21' = 0.0033375
scalar `rm22' = 0.0049875
scalar `rm23' = -0.019966
scalar `rm24' = -0.3090848
scalar `rm25' = -0.0482838
scalar `rm31' = -0.0002138
scalar `rm32' = -0.0001562
scalar `rm33' = -0.0141397
scalar `rm34' = 0.001623
scalar `rm35' = -0.0179029
scalar `rm41' = 0.0010057
scalar `rm42' = -0.0030705
scalar `rm43' = 0.0020591
scalar `rm44' = 0.1036636
scalar `rm45' = 0.0336761
scalar `rm51' = 0.0018315
scalar `rm52' = 0.0011459
scalar `rm53' = 0.0110968
scalar `rm54' = 0.0208002
scalar `rm55' = 0.0227367
tempname s1 s2 s3 s4 s5
scalar `s1' = `at'[1, 1]
scalar `s2' = `at'[1, 2]
scalar `s3' = `at'[1, 3]
scalar `s4' = `at'[1, 4]
scalar `s5' = `at'[1, 5]
tempname t1 t2 t3 t4 t5 t6
scalar `t1' = `at'[1, 6]
scalar `t2' = `at'[1, 7]
scalar `t3' = `at'[1, 8]
scalar `t4' = `at'[1, 9]
scalar `t5' = `at'[1, 10]
scalar `t6' = `at'[1, 11]
quietly {
*Sharing Rule
tempvar sharingrule
generate double `sharingrule' = 0
replace `sharingrule'=exp(`s1'+`s2'*`dif_renda'+`s3'*`time _trend'+`s4'*`escol_idosa'+`s5'*`Mc')/(1+exp(`s1'+`s2'*`dif_renda'+`s3'*`time_trend'+`s4 '*`escol_idosa'+`s5'*`Mc'))
/* The Consumption Techonology on Couple Quaids model: */
tempvar constechn1
generate double `constechn1' = 0
replace `constechn1'=(((1+(exp(`t1')/(1+exp(`t1'))))/2)*`p1')/exp(`lnexp')
replace `constechn1'=ln(`constechn1')
tempvar constechn2
generate double `constechn2' = 0
replace `constechn2'=(((1+(exp(`t2')/(1+exp(`t2'))))/2)*`p2')/exp(`lnexp')
replace `constechn2'=ln(`constechn2')
tempvar constechn3
generate double `constechn3' = 0
replace `constechn3'=(((1+(exp(`t3')/(1+exp(`t3'))))/2)*`p3')/exp(`lnexp')
replace `constechn3'=ln(`constechn3')
tempvar constechn4
generate double `constechn4' = 0
replace `constechn4'=(((1+(exp(`t4')/(1+exp(`t4'))))/2)*`p4')/exp(`lnexp')
replace `constechn4'=ln(`constechn4')
tempvar constechn5
generate double `constechn5' = 0
replace `constechn5'=(((1+(exp(`t5')/(1+exp(`t5'))))/2)*`p5')/exp(`lnexp')
replace `constechn5'=ln(`constechn5')
tempvar constechn6
generate double `constechn6' = 0
replace `constechn6'=(((1+(exp(`t6')/(1+exp(`t6'))))/2)*`p6')/exp(`lnexp')
replace `constechn6'=ln(`constechn6')
* First get the price index
* I set a_0 = 6
tempvar lpindexf
gen double `lpindexf' = 0.85 + `af1'*`constechn1' + `af2'*`constechn2'+ `af3'*`constechn3' + `af4'*`constechn4'+ `af5'*`constechn5'+ `af6'*`constechn6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindexf' = `lpindexf' + 0.5*`gf`i'`j''*`constechn`i''*`constechn`j''
}
}
tempvar lpindexm
gen double `lpindexm' = 0.96 + `am1'*`constechn1' + `am2'*`constechn2'+ `am3'*`constechn3' + `am4'*`constechn4'+ `am5'*`constechn5'+ `am6'*`constechn6'
forvalues i = 1/6 {
forvalues j = 1/6 {
replace `lpindexm' = `lpindexm' + 0.5*`gm`i'`j''*`constechn`i''*`constechn`j''
}
}
/* Finally, the expenditure shares */
tempvar wf1
generate double `wf1' = 0
replace `wf1' = `af1' + `gf11'*`constechn1' + `gf12'*`constechn2' + `gf13'*`constechn3' + `gf14'*`constechn4' + `gf15'*`constechn5' + `gf16'*`constechn6' + `bf1'*(ln(`sharingrule') - `lpindexf') + `rf11'*`escol_idosa' + `rf12'*`idade_idosa' + `rf13'*`transf_gover' + `rf14'*`pof_96' + `rf15'*`pof_03'
tempvar wf2
generate double `wf2' = 0
replace `wf2' = `af2' + `gf21'*`constechn1' + `gf22'*`constechn2' + `gf23'*`constechn3' + `gf24'*`constechn4' + `gf25'*`constechn5' + `gf26'*`constechn6' + `bf2'*(ln(`sharingrule') - `lpindexf') + `rf21'*`escol_idosa' + `rf22'*`idade_idosa' + `rf23'*`transf_gover' + `rf24'*`pof_96' + `rf25'*`pof_03'
tempvar wf3
generate double `wf3' = 0
replace `wf3' = `af3' + `gf31'*`constechn1' + `gf32'*`constechn2' + `gf33'*`constechn3' + `gf34'*`constechn4' + `gf35'*`constechn5' + `gf36'*`constechn6' + `bf3'*(ln(`sharingrule') - `lpindexf') + `rf31'*`escol_idosa' + `rf32'*`idade_idosa' + `rf33'*`transf_gover' + `rf34'*`pof_96' + `rf35'*`pof_03'
tempvar wf4
generate double `wf4' = 0
replace `wf4' = `af4' + `gf41'*`constechn1' + `gf42'*`constechn2' + `gf43'*`constechn3' + `gf44'*`constechn4' + `gf45'*`constechn5' + `gf46'*`constechn6' + `bf4'*(ln(`sharingrule') - `lpindexf') + `rf41'*`escol_idosa' + `rf42'*`idade_idosa' + `rf43'*`transf_gover' + `rf44'*`pof_96' + `rf45'*`pof_03'
tempvar wf5
generate double `wf5' = 0
replace `wf5' = `af5' + `gf51'*`constechn1' + `gf52'*`constechn2' + `gf53'*`constechn3' + `gf54'*`constechn4' + `gf55'*`constechn5' + `gf56'*`constechn6' + `bf5'*(ln(`sharingrule') - `lpindexf') + `rf51'*`escol_idosa' + `rf52'*`idade_idosa' + `rf53'*`transf_gover' + `rf54'*`pof_96' + `rf55'*`pof_03'
tempvar wm1
generate double `wm1' = 0
replace `wm1' = `am1' + `gm11'*`constechn1' + `gm12'*`constechn2' + `gm13'*`constechn3' + `gm14'*`constechn4' + `gm15'*`constechn5' + `gm16'*`constechn6' + `bm1'*(ln(`sharingrule') - `lpindexm') + `rm11'*`escol_idoso' + `rm12'*`idade_idoso' + `rm13'*`transf_gover' + `rm14'*`pof_96' + `rm15'*`pof_03'
tempvar wm2
generate double `wm2' = 0
replace `wm2' = `am2' + `gm21'*`constechn1' + `gm22'*`constechn2' + `gm23'*`constechn3' + `gm24'*`constechn4' + `gm25'*`constechn5' + `gm26'*`constechn6' + `bm2'*(ln(`sharingrule') - `lpindexm') + `rm21'*`escol_idoso' + `rm22'*`idade_idoso' + `rm23'*`transf_gover' + `rm24'*`pof_96' + `rm25'*`pof_03'
tempvar wm3
generate double `wm3' = 0
replace `wm3' = `am3' + `gm31'*`constechn1' + `gm32'*`constechn2' + `gm33'*`constechn3' + `gm34'*`constechn4' + `gm35'*`constechn5' + `gm36'*`constechn6' + `bm3'*(ln(`sharingrule') - `lpindexm') + `rm31'*`escol_idoso' + `rm32'*`idade_idoso' + `rm33'*`transf_gover' + `rm34'*`pof_96' + `rm35'*`pof_03'
tempvar wm4
generate double `wm4' = 0
replace `wm4' = `am4' + `gm41'*`constechn1' + `gm42'*`constechn2' + `gm43'*`constechn3' + `gm44'*`constechn4' + `gm45'*`constechn5' + `gm46'*`constechn6' + `bm4'*(ln(`sharingrule') - `lpindexm') + `rm41'*`escol_idoso' + `rm42'*`idade_idoso' + `rm43'*`transf_gover' + `rm44'*`pof_96' + `rm45'*`pof_03'
tempvar wm5
generate double `wm5' = 0
replace `wm5' = `am5' + `gm51'*`constechn1' + `gm52'*`constechn2' + `gm53'*`constechn3' + `gm54'*`constechn4' + `gm55'*`constechn5' + `gm56'*`constechn6' + `bm5'*(ln(`sharingrule') - `lpindexm') + `rm51'*`escol_idoso' + `rm52'*`idade_idoso' + `rm53'*`transf_gover' + `rm54'*`pof_96' + `rm55'*`pof_03'
replace `w1' = `sharingrule'*`wf1' + (1 - `sharingrule')*`wm1'
replace `w2' = `sharingrule'*`wf2' + (1 - `sharingrule')*`wm2'
replace `w3' = `sharingrule'*`wf3' + (1 - `sharingrule')*`wm3'
replace `w4' = `sharingrule'*`wf4' + (1 - `sharingrule')*`wm4'
replace `w5' = `sharingrule'*`wf5' + (1 - `sharingrule')*`wm5'
}
end
nlsur aidscouple @ w1 w2 w3 w4 w5 p1 p2 p3 p4 p5 p6 lnexp escol_idosa idade_idosa transf_gover pof_96 pof_03 escol_idoso idade_idoso dif_renda time_trend Mc if elderly_couple==1, ifgnls nequations(5) param(s1 s2 s3 s4 s5 t1 t2 t3 t4 t5 t6)
