Stata Regression
by meleantonio
Run regression analyses in Stata with publication-ready output tables.
Skill Details
Repository Files
2 files in this skill directory
name: stata-regression description: Run regression analyses in Stata with publication-ready output tables. workflow_stage: analysis compatibility:
- claude-code
- cursor
- codex
- gemini-cli author: Awesome Econ AI Community version: 1.0.0 tags:
- stata
- regression
- esttab
- econometrics
Stata Regression
Purpose
This skill produces reproducible regression analysis workflows in Stata, including model diagnostics and publication-ready tables using esttab or outreg2.
When to Use
- Estimating linear or nonlinear regression models in Stata
- Producing tables for academic papers and reports
- Running robustness checks and alternative specifications
Instructions
Follow these steps to complete the task:
Step 1: Understand the Context
Before generating any code, ask the user:
- What is the dependent variable and key regressors?
- What controls and fixed effects are required?
- How should standard errors be clustered?
- What output format is needed (LaTeX, Word, or CSV)?
Step 2: Generate the Output
Based on the context, generate Stata code that:
- Loads and checks the data - Handle missing values and verify variable types
- Runs the requested specification - Use
regress,reghdfe, orxtregas appropriate - Adds robust or clustered standard errors - Match the study design
- Exports tables - Use
esttaboroutreg2with clear labels
Step 3: Verify and Explain
After generating output:
- Explain what each model estimates
- Highlight assumptions and diagnostics
- Suggest robustness checks or alternative models
Example Prompts
- "Run OLS with firm and year fixed effects, clustering by firm"
- "Estimate a logit model and export results to LaTeX"
- "Create a regression table with three specifications"
Example Output
* ============================================
* Regression Analysis with Stata
* ============================================
* Load data
use "data.dta", clear
* Summary stats
summarize y x1 x2 x3
* Main regression with clustered SEs
regress y x1 x2 x3, vce(cluster firm_id)
eststo model1
* Alternative specification with fixed effects
reghdfe y x1 x2 x3, absorb(firm_id year) vce(cluster firm_id)
eststo model2
* Export table
esttab model1 model2 using "results/regression_table.tex", replace se label
Requirements
Software
- Stata 17+
Packages
estout(foresttab)reghdfe(optional, for high-dimensional fixed effects)
Install with:
ssc install estout
ssc install reghdfe
Best Practices
- Match standard errors to the design (cluster where treatment varies)
- Report all model variants used in the analysis
- Document variable definitions and transformations
Common Pitfalls
- Not clustering standard errors at the correct level
- Omitting fixed effects when required by the design
- Exporting tables without clear labels and notes
References
Changelog
v1.0.0
- Initial release
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