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:

1. Loads and checks the data - Handle missing values and verify variable types
2. Runs the requested specification - Use regress, reghdfe, or xtreg as appropriate
3. Adds robust or clustered standard errors - Match the study design
4. 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