Extended Regression Models Reference Manual

Publisher: Stata Press
Copyright: 2023
ISBN-13: 978-1-59718-378-9
Pages: 302
Suggested citation

StataCorp. 2023. Stata 18 Extended Regression Models Reference Manual. College Station, TX: Stata Press.

Supplemental materials

Table of contents
Intro Introduction
Intro 1 An introduction to the ERM commands
Intro 2 The models that ERMs fit
Intro 3 Endogenous covariates features
Intro 4 Endogenous sample-selection features
Intro 5 Treatment assignment features
Intro 6 Panel data and grouped data model features
Intro 7 Model interpretation
Intro 8 A Rosetta stone for extended regression commands
Intro 9 Conceptual introduction via worked example


eintreg Extended interval regression
eintreg postestimation Postestimation tools for eintreg and xteintreg
eintreg predict predict after eintreg and xteintreg


eoprobit Extended ordered probit regression
eoprobit postestimation Postestimation tools for eoprobit and xteoprobit
eoprobit predict predict after eoprobit and xteoprobit


eprobit Extended probit regression
eprobit postestimation Postestimation tools for eprobit and xteprobit
eprobit predict predict after eprobit and xteprobit


eregress Extended linear regression
eregress postestimation Postestimation tools for eregress and xteregress
eregress predict predict after eregress and xteregress


ERM options Extended regression model options


estat teffects Average treatment effects for extended regression models


Example 1a Linear regression with continuous endogenous covariate
Example 1b Interval regression with continuous endogenous covariate
Example 1c Interval regression with endogenous covariate and sample selection


Example 2a Linear regression with binary endogenous covariate
Example 2b Linear regression with exogenous treatment
Example 2c Linear regression with endogenous treatment


Example 3a Probit regression with continuous endogenous covariate
Example 3b Probit regression with endogenous covariate and treatment


Example 4a Probit regression with endogenous sample selection
Example 4b Probit regression with endogenous treatment and sample selection


Example 5 Probit regression with endogenous ordinal treatment


Example 6a Ordered probit regression with endogenous treatment
Example 6b Ordered probit regression with endogenous treatment and sample selection


Example 7 Random-effects regression with continuous endogenous covariate


Example 8a Random effects in one equation and endogenous covariate
Example 8b Random effects, endogenous covariate, and endogenous sample selection


Example 9 Ordered probit regression with endogenous treatment and random effects


predict advanced predict's advanced features
predict treatment predict for treatment effects


Triangularize How to triangularize a system of equations
 
Glossary
 
Combined author index
Combined subject index