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  • Multicategory endogenous treatment outcome with Extended Regression Models (ERMs)

    Hello all,

    I'm working on a dissertation chapter in a secure data enclave so I can't post any code. I'm trying to running an ERM model of the following form:

    eregress y x1 x2 x3, entreat(treat = x3 x4) select(sample = x5 x3 x6) vce(robust)

    I'm wondering if I could use a multicategory outcome in the endogenous treatment model. Currently, I have collapsed it into a binary one, which makes sense, but I'd like to have three categories. When I specify three categories instead of two, there is a box in the output the shows the treatment's cut points where cut1 = .3 and cut 2 = .93. In the main outcome model, the treatment is treated as a multicategory variable, like I want. Any idea what's happening here or if there's a way to run that treatment with as multicategory outcome? eregress won't accept oprobit.

    Thanks. Best,
    Kasey
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