etregress
Corrects for endogenous treatment selection using instrumental variables, returning causal estimates and diagnostics for audit-ready business decisions.
Instructions
Endogenous treatment effects model. Validation: certified parity evidence.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| x | Yes | Exogenous regressors. | |
| y | Yes | Outcome variable. | |
| z | Yes | Instruments for the selection equation. | |
| tol | No | Numerical convergence tolerance. | |
| alpha | No | Significance level for confidence intervals and tests. | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| method | No | ``'mle'`` for full-information maximum likelihood (Stata's default) or ``'twostep'`` for the control-function estimator (Stata's ``twostep`` option). They are different estimators, not two routes to the same numbers. | mle |
| robust | No | ``'nonrobust'`` (observed information), ``'robust'`` (sandwich, with Stata's ``N/(N-1)`` factor) or ``'cluster'``. Passing ``cluster=`` implies ``'cluster'``. ``vce=`` is accepted as an alias. | nonrobust |
| cluster | No | Cluster column. Uses Stata's ML cluster factor ``g/(g-1)``. | |
| maxiter | No | maxiter parameter (int). | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| treatment | Yes | Binary treatment variable (0/1, both values present). | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||