The problem was/is, I wish to have an option like -sigma2(z)-, and I
want users to specify exactly -sigma2(z)-, not -sigma(z)- or
something else; that is, the "2" is important. [This is because the
option parameterizes sigma^2 (the variance), which should be
carefully distinguished from sigma (the standard deviation).] I tried
something like
syntax varlist, SIGMA2(string)
, but it seems that the "2" is not binding, so that if users
specify -sigma(z)-, Stata does not complain and treats it as if the
user specifies -sigma2(z)-, which is a result I want to avoid. That
is, I wish Stata would complain if the user inadvertently specifies
-sigma(z)-.
I think you can do it by creating two options, sigma() and sigma2(), and
then catching any user use of sigma():
