**Starting point: A hurdle model with multiple hurdles**

In a sequence of posts, we are going to illustrate how to obtain correct standard errors and marginal effects for models with multiple steps.

Our inspiration for this post is an old Statalist inquiry about how to obtain marginal effects for a hurdle model with more than one hurdle (http://www.statalist.org/forums/forum/general-stata-discussion/general/1337504-estimating-marginal-effect-for-triple-hurdle-model). Hurdle models have the appealing property that their likelihood is separable. Each hurdle has its own likelihood and regressors. You can estimate each one of these hurdles separately to obtain point estimates. However, you cannot get standard errors or marginal effects this way.

In this post, Read more…

**gsem** is a very flexible command that allows us to fit very sophisticated models. However, it is also useful in situations that involve simple models.

For example, when we want to compare parameters among two or more models, we usually use **suest**, which combines the estimation results under one parameter vector and creates a simultaneous covariance matrix of the robust type. This covariance estimate is described in the *Methods and formulas* of **[R] suest** as the robust variance from a “stacked model”. Actually, **gsem** can estimate these kinds of “stacked models”, even if the estimation samples are not the same and eventually overlap. By using the option **vce(robust)**, we can replicate the results from **suest** if the models are available for **gsem**. In addition, **gsem** allows us to combine results from some estimation commands that are not supported by **suest**, like models including random effects. Read more…

The new command **gsem** allows us to fit a wide variety of models; among the many possibilities, we can account for endogeneity on different models. As an example, I will fit an ordinal model with endogenous covariates. Read more…