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st: Minimum distance estimator

From   Benjamin Villena Roldan <>
To   Statalist <>
Subject   st: Minimum distance estimator
Date   Thu, 15 Apr 2010 21:47:00 -0400

Dear Statalist,
Does anyone have a code to estimate a Minimum Distance Estimator using mata optimize or lm? 
In other words, my problem is as follows. I have a set of estimators B and a mapping of these estimators into another set of parameters such that A=H(B). I want to find a way to minimize (A-H(B))`W(A-H(B)) where W is a weighting matrix.


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