second stage regression

[Jahan zee]

I want to run first and second stage regression as defined in the picture. How can I run that? I am attaching here my model in picture format if someone could help me in this regard.

[Charlie Joyez]

A few remarks:
-This is the Mata forum (a programming language in Stata), you might want to post your question in the general forum (http://www.statalist.org/forums/foru...ussion/general), which is checked by significantly more people.
-Before considering posting on the general section, please read carefully the FAQ. You'll increase your chances to get answered.
-Your code in the picture isn't even Stata code (makes me think of SAS code). Do you at least work on Stata?