st: Density function ols with weight

[Marcello Pagano <pagano@hsph.harvard.edu>]

Dear Statalist,
I want to calculate ( parametrically) the conditional probability  
density function of household income (S) given a set of variables U
and use this function as a weight in a second step to calculate a  
regression on wage equations.

How can I implement this in Stata?
Thanks in advance.
Best,
Catia


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