Need help in ado syntax

[Rabiul Islam]

I'm trying to develop a program for an estimation method. I have a dependent variable, a list of independent variables, some weighing variables, and a list of moments. In this situation, I'm trying to develop syntax and a list of tempvar. My program looks like (although I'm not quite sure, if it is the right format):

program define something
syntax depvar indepvar (wtvar) moments(values) // (wtvar) = list of weighing variables and moments(value) = list of values i.e., values of moments //
My questions:
(1) Is it the right form to write syntax for this problem?
(2) How can I generate tempvar (W) in which each variable is the deviated form of each variable in (wtvar) and the corresponding argument in moments(values). For example, W_i = wtvar_i - moments[1,i]?

Thank you
end

[Sven-Kristjan Bormann]

Depending on which estimation method you want to use, you should look at the help files for either GMM

help gmm

or Maximum Likelihood

help mlmethod

. Furthermore, you should read the help file for the syntax command itself and the corrosponding PDF documentation about Programming in Stata and the example for the syntax command given in the PDF documentation.

help syntax

.

1. To directly answer your questions: Your presented syntax would not work directly. You would probably code something like

   syntax varlist(min=2), moments(numlist) [wtvar(varlist)]

2. You would probably code something like

   	local i 0
   	foreach var of varlist `wtvar'{
   	local ++i
   	tempvar W_`var'
   	gen `W_`var'' = `var' - `:word `i' of `moments''

[Rabiul Islam]

Thank you so much Sven-Kristjan Bormann for your quick replay. Since I'm new in programming, I guess I'll face a lot of problems. Let me come up with something. I will keep up to date my problems.

[Rabiul Islam]

Further help needed:

Could you please tell me why the following loop only works for the first observation? I worked on it based on (#2) suggested by Sven-Kristjan Bormann.

clear all
program define svywt

syntax varlist, moments(numlist)
local i 0

foreach var of varlist `varlist'{
local ++i
tempvar W_`var'
gen `W_`var'' = `var' - `:word `i' of `moments''

di `W_`var''

}

end


sysuse auto, clear

svywt price weight, moments(20 25)

Thank you a lot.

[Rabiul Islam]

Sorry for post #4. Problems now solved!

[Sven-Kristjan Bormann]

A minor correction from my side:
Instead of

 foreach var of varlist `wt'{ ...

I could have coded also

foreach var of local `wt'{...

The reason is that the varlist in `wt' is already expanded, so the varlist does not be expanded once again in the foreach-loop. It is minor detail, but this way is shown in the documentation and a bit more efficient.

[Rabiul Islam]

Thank you again Sven-Kristjan Bormann