stata-regression

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 , or xtreg as appropriate Adds robust or clustered standard errors - Match the study design Exports tables - Use esttab or outreg2 with 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 (for esttab ) 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 Stata Regression Reference Manual reghdfe documentation estout documentation Changelog v1.0.0 Initial release