st: regression with generated regressors

[Robert Duval <rduval@gmail.com>]

Hi all,

Do you know if there is a way to obtain valid standard errors in a
regression with generated regressors (e.g. see Wooldrige Ch. 6) in
Stata?

I could program the procedure to obtain such s.e.'s myself, but I
wanted to check first if there is a program/command out there that can
do this for me.

Many thanks in advance
Robert

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