clear all log using d:\ridge2sls.smcl , replace sysuse ridge2sls.dta , clear * (1) Two Stages Least Squares (2SLS) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , ridge(grr1) diag mfx(lin) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , mfx(log) * (2) Weighted Two Stages Least Squares (W2SLS) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(yh) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(yh2) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(abse) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(e2) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(le2) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(x) wvar(x1) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(xi) wvar(x1) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(x2) wvar(x1) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , weights(xi2) wvar(x1) * (3) Ridge IV-Two Stages Least Squares (R2SLS) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , ridge(orr) kr(0.5) weights(x) wvar(x1) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , ridge(orr) kr(0.5) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , ridge(grr1) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , ridge(grr2) ridge2sls y1 x1 x2 (y2 = x1 x2 x3 x4) , ridge(grr3) log close