| Publisher: | Stata Press |
| Copyright: | 2025 |
| ISBN-13: | 978-1-59718-424-3 |
| Pages: | 307 |
Suggested citation:
StataCorp. 2025. Stata 19 Extended Regression Models Reference Manual. College Station, TX: Stata Press.
| 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 | |