Wrapper program using GMM (help needed)

[Rabiul Islam]

/****I am trying to write a wrapper program using GMM. The program more or less looks like this:****/

program define svywt
syntax varlist, wtvar(varlist) //syntax to include two separate variable lists//

gettoken depvar indepvars : varlist //parsing depedent var and independent vars from first varlist//
_fv_check_depvar `depvar'

local first(first: `:word 1 of `wtvar''/(1+{xb: `wtvar'})) //first equation in the interactive version of GMM (no instrument)//

local second(second: `:word 2 of `wtvar''/(1+{xb: })) //second equation in the interactive version of GMM (no instrument)//

local third(third`depvar' - ({`depvar': `indepvars' _cons}))/ (1+{xb: })) //third equation in the interactive version of GMM//
local third_inst instruments(third: `indepvars') //instruments for third equation//

gmm `first' `second' `third', `third_inst' onestep winitial(unadjusted, independent) //GMM in one step//

end

sysuse auto, clear
egen y = mean(price)

gen price_1 = price -y

egen x = mean(mpg)

gen mpg_1=mpg-x

svywt price weight mpg, wtvar(price_1 mpg_1) //estimation using defined program//


/****While I'm using the above semi-automated code, the program works. However, I want to make this program fully automated e.g., I want to use a loop so that I can perform GMM avoiding writing as many moments as "wtvar" manually e.g., first and second in this case. I was trying to wite in the following way, but I think there is something wrong in my logic because I am unable to include all equations within my GMM:****/

clear all
program define svywt
syntax varlist, wtvar(varlist)

gettoken depvar indepvars : varlist
_fv_check_depvar `depvar'

local p: word count `wtvar'

forvalues i=1(1)`p'{
local first_`i'(first_`i': `:word `i' of `wtvar''/(1+ {xb: `wtvar'})) //first and second equations in the interactive version of GMM (no instrument)//

local third(third`depvar' - ({`depvar': `indepvars' _cons}))/ (1+ {xb: })) //third equation in the interactive version of GMM//

local third_inst instruments(third: `indepvars')

gmm `first_`i'' `third', `third_inst' onestep winitial(unadjusted, independent)
}

end

//****In the above case, I able to include only four equations out of five equations. If I have "p" equations for "wtvar" and a final equation for first "varlist", I want to incorporate p equations through a loop and final equation manually in GMM.****/

sysuse auto, clear
egen y = mean(price)

gen price_1 = price -y

egen x = mean(mpg)

gen mpg_1=mpg-x

svywt price weight mpg, wtvar(price_1 mpg_1)


I do appreciate your kind help to overcome this problem.

Sincerely,
Rabiul