最全估計方法，解決遺漏變量誤差，內生性，混淆變量和相關問題

因爲咱們不能經過隨機試驗解決遺漏變量誤差和內生性問題，所以如下這些方式成爲次優中的最優選擇：二階段最小二乘法，結構方程模型，廣義矩估計，控制方程方法。這四種方法都可以獲得相同的估計結果，由於都是在經過尋找工具變量來控制諸如內生性等問題，固然這裏面最具通常性的方法就是廣義矩估計，由於其餘方法均可以經過廣義矩估計獲得。

注：點擊圖片，看清晰文字（PDF下載看文末）。

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.

須要PDF版本的，請看文末最後一句話。