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EASI: Stata module to estimate the Exact Affine Stone Index demand system

Author

Listed:
  • Abdelkrim Araar

    (Universite Laval
    Partnership for Economic Policy (PEP))

Programming Language

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)

Suggested Citation

  • Abdelkrim Araar, 2026. "EASI: Stata module to estimate the Exact Affine Stone Index demand system," Statistical Software Components S459914, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459914
    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).
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi.dlg
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi_estat.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi_examples.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi_p.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easidiag.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easidiag.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/s/sr_easi.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/sr_easi_estat.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_easi_pimpute.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_easi_tabstars.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi_technical_note.pdf
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    File URL: http://fmwww.bc.edu/repec/bocode/e/easi_tour.do
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    File URL: http://fmwww.bc.edu/repec/bocode/h/hixdata.dta
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    File URL: http://fmwww.bc.edu/repec/bocode/h/hixdata_for_dialog.do
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mex_bench.dta
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mex_tour.do
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