The nlsur command is better suited to demand-system estimation than the suite of ado-fifies provided in Poi (2002, Stata Journal 2: 403–410) because it is faster and requires only one ancillary ado-file. This article replicates the results presented in Poi (2002) by using nlsur instead of ml.

This article provides an example illustrating how to use Stata to estimate systems of household demand equations. More generally,the techniques developed here can be used to estimate any system of nonlinear equations using Stata's maximum likelihood routines. Copyright 2002 by Stata Corporation.