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