From the course: The Modern Stata Playbook: Critical Enhancements You Need to Know
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Extended regression models (ERM) - Stata Tutorial
From the course: The Modern Stata Playbook: Critical Enhancements You Need to Know
Extended regression models (ERM)
Real data rarely fits the perfect or nearly squares assumptions. Regressors can be endogenous, samples could be selected, and treatments might also be endogenous. In addition, different forms of data require different kinds of estimators. Stata has many separate commands for such individual problems, but combining such complications used to be very hard. Thankfully, with the new powerful extended regression model command, now model multiple complications in one coherent system across many different data structures. Extended regression models, or ERMs, let you fit one coherent system of commands when your data have real-world complications. There are two important things that you need to be aware of. First, you need to choose the ERM command for your data structure. Here's a list of ERM commands and their purpose. Second, you need to add extensions via the options. Choose one of the following ERM complications. The endogenous option is used when you have one or more endogenous…
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