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clear all program mom_cond version 15.1 syntax [varlist] [if] [in], at(name) WTvar(varlist) MOMents(numlist) local i 0 foreach var of local wtvar{ local ++i tempvar W_`i' gen double `W_`i'' = (`var' - `:word `i' of `moments'') `if' local weightlist "`weightlist' `W_`i''" } local k: word count varlist:`wtvar' local j=1 foreach v of local weightlist{ tempvar m_`j' qui gen double `m_`j'' = 0 `if' forvalues i=1/`k'{ qui replace `m_`j'' = `m_`j'' + `v'*`at'[1, `i'] `if' } local `++j' } forvalues i= 1/`k'{ local eq`i' `: word `i' of `wtvar'' qui replace `eq`i'' = `W_`i'' /(1+exp(`m_`i'')) `if' } end sysuse auto, clear gmm mom_cond, wtvar(price mpg weight) mom(6000 22 3000) nequations(3) nparameters(3) winitial(unadjusted, independent) onestep
Thank you in advance.
Rabiul
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