log using c:\lmadw2.smcl , replace clear all sysuse lmadw2.dta , clear lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(2sls) lag(4) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(2sls) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(melo) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(liml) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(fuller) kf(0.5) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(kclass) kc(0.5) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(white) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(bart) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(dan) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(nwest) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(parzen) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(quad) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(tent) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(trunc) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(tukeym) lmadw2 y1 x1 x2 (y2 = x1 x2 x3 x4) , model(gmm) hetcov(tukeyn) log close