Have you checked out -ivreg2-? In all likelihood you are reinventing the wheel.
On 10/30/08, Sasha Shepotylo <[email protected]> wrote:
> Dear Statalist users,
>
> I programed calculation of HAC robust VC matrix in Mata and stored it
> as Stata matrix called A using the following Mata command:
>
> st_matrix("A", A).
>
> I would like to keep coefficients computed by ivreg command, replace
> the variance-covariance matrix computed by ivreg command with my
> matrix A, and output the result in a standard table with coefficients,
> standard errors, etc.
>
> Can you suggest how can I do that?
>
> Best,
>
> OS
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>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
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