options crt; ? 9e8 ? ? coded for TSP 4.4 or higher (uses lagged EQSUB ) ? by Clint Cummins rev. 11/21/1998 in klem; freq a; smpl 47,71; ? Generalized Leontief (for Translog, see below) dot k l e m; a. = q./qy; pp = p.; dot k l e m; r.. = sqrt(pp/p.); ? note: rkk = 1, rll = 1, etc. enddot; param dk. dl. de. dm.; enddot; ? R=0, with equations written in unnormalized form (as residuals). ? frml uk ak - ( dkk + dkl*rlk + dke*rek + dkm*rmk ) ; frml ul al - ( dkl*rkl + dll + dle*rel + dlm*rml ) ; frml ue ae - ( dke*rke + dle*rle + dee + dem*rme ) ; frml um am - ( dkm*rkm + dlm*rlm + dem*rem + dmm ) ; dot k l e m; frml e. u. - rho.*u.(-1); ? rho-differenced residual param rho.; eqsub e. u.; enddot; smpl 48,71; lsq(maxit=50) ek el ee em; ? (a) copy @logl lnl1; lsq(maxit=100) uk ul ue um; ? (b) copy @logl lnl0; set lr = 2*(lnl1-lnl0); cdf(chisq,df=4) lr; ? ? Translog smpl 47,71; tc = 0; dot k l e m; v. = p.*q.; tc = tc + v.; enddot; dot k l e; s. = v./tc; l.m = log(p./pm); param alpha.; enddot; ? Unnormalized, with symmetry (9.65) frml uk sk - ( alphak + gkk*lkm + gkl*llm + gke*lem ) ; frml ul sl - ( alphal + gkl*lkm + gll*llm + gle*lem ) ; frml ue se - ( alphae + gke*lkm + gle*llm + gee*lem ) ; param gkk gkl gke gll gle gee; dot k l e; frml e. u. - rho*u.(-1); ? rho-differenced residual eqsub e. u.; enddot; param rho; smpl 48,71; lsq ek el ee; ? (a) copy @logl lnl1; lsq uk ul ue; ? (b) copy @logl lnl0; set lr = 2*(lnl1-lnl0); cdf(chisq,df=1) lr;