quietly regress `varlist' `if' `in'
  quietly predict `p3'
  quietly predict `e', resid
  
  if "`type'"=="abse" {
    generate `ee' = abs(`e')
    local eetype " type: proportional to abs(e)"
  }
  if "`type'"=="e2" {
    generate `ee' = (`e')^2
    local eetype " type: proportional to e^2"
  }
  if "`type'"=="loge2" {
    generate `ee' = log((`e')^2 )
    local eetype " type: proportional to log(e^2)"
  }
  if "`type'"=="xb2" {
    local eetype " type: proportional to xb^2 "
  }
  
  if "`type'"~="xb2" {
    quietly regress `ee' `wvars', `noconst'
    quietly predict `p1'
  }
  else {
    gen `p1' = `p3'
  }

  generate _wls_wgt = 1/`p1'^2

  label variable _wls_wgt "wls weights"

  display
  display in green "WLS regression - `eetype'"
  display
  regress `varlist' `if' `in' [aw = _wls_wgt], `robust' `hc2' `hc3'

应该是：
gen aa=sqrt(e2f)
wls0 intc lnq lnpl lnpk lnpf,wvar (aa) type(abse) noc

我用的wls0 lntc lnq lnpl lnpk lnpf,wvar (lnq) type(loge2) noc
得到书上的结果了哎

wvar是什么意思呢

wvar(varlist) variables in the weightling equation.

wvar(varlist) variables in the weightling equation.

并没有

想问一下，外部命令你是怎么安装的呢

我用type（loge2）得到了一样的结果