最全估计方法，解决遗漏变量误差，内生性，混淆变量和相关问题

因为咱们不能经过随机试验解决遗漏变量误差和内生性问题，所以如下这些方式成为次优中的最优选择：二阶段最小二乘法，结构方程模型，广义矩估计，控制方程方法。这四种方法都可以获得相同的估计结果，由于都是在经过寻找工具变量来控制诸如内生性等问题，固然这里面最具通常性的方法就是广义矩估计，由于其余方法均可以经过广义矩估计获得。

注：点击图片，看清晰文字（PDF下载看文末）。

In the first example, I used an estimator that exists in Stata. In the last two examples, I used estimation tools that allow us to obtain estimators for a large class of models.

Concluding remarks

Estimating the parameters of a model in the presence of endogeneity or related problems http://blog.stata.com/tag/endogeneity/ is daunting. Above I illustrated how to estimate the parameters of such models using commands in Stata that were created for such a purpose and also illustrated how you can use gmm and sem to estimate these models.

须要PDF版本的，请看文末最后一句话。