st: Generated Regressor Problem.

["hua sun" <hua.sun@sauder.ubc.ca>]

Dear Stata users,

Does anybody know whether Stata has a command to deal with the generated 
regressor problem? I have a two stage regression in which the second 
regression will use some regressors that are estimated based on the first 
one. I think I should correct the varaince-covariance matrix to make my 
inference valid.

Thank you very much for the information.

Cheers

Hua 
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