proc model gmm weight

[ibsulkim]

Hello,

How can I have my own weight matrix for moment conditions under proc model gmm?

There is "Weight" statement under proc model, however, it gives weight only to each observation. I would like to have weight for each moment condition in GMM but I couldn't find any option to do it under proc model gmm.

Thank you.

[Leo123]

I have the same question and any help is appreciated!