The feasible way is you have to developed interaction term in Excel and then import in Stata.

Oh, I see. Thank you Mirajul Haq for your assistance.

Stata’s gmm command makes generalized method of moments (GMM) estimation as simple as nonlinear least-squares estimation and nonlinear seemingly unrelated regression. You can specify your residual equations by using substitutable expressions, list your instruments, select a weight matrix, and obtain your results1. Here are some resources that can help you learn more about GMM estimation using Stata:

• Stata’s GMM Overview: This page provides an overview of GMM estimation using Stata. It includes examples and links to additional resources.
• Stata’s GMM Manual: This manual provides detailed information on how to use the gmm command in Stata.
• An Introduction to GMM Estimation Using Stata: This presentation provides an introduction to GMM estimation using Stata. It includes examples and explanations of key concepts.

Thank you very much Chuck A Arize for your help. God bless.

Rutendo Jonga you are very much welcome