Per Stata Corp. announcement back in 2017, Extended Regression Models (ERM) are a class of models that encompasses linear regression, (ordered) probit model and interval regression. In what follows, I shall discuss what ERMs are good for, how they can be used in practice, and how they compare to other approaches to fitting multiple equation models.
Here comes the time of lasso and elastic net regression with Stata.
Fixing little annoying Emacs things in the morning is probably the best way to start the day. This is also known as procrastination.