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stata-regression

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Stata Regression

Stata回归分析

Purpose

用途

This skill produces reproducible regression analysis workflows in Stata, including model diagnostics and publication-ready tables using 
esttab
or 
outreg2
.
本Skill可在Stata中生成可复现的回归分析工作流，包括模型诊断，以及使用
esttab
或
outreg2
生成可直接用于发表的表格。

When to Use

使用场景

  • Estimating linear or nonlinear regression models in Stata
  • Producing tables for academic papers and reports
  • Running robustness checks and alternative specifications
  • 在Stata中估计线性或非线性回归模型
  • 为学术论文和报告生成表格
  • 进行稳健性检验和替代模型设定

Instructions

操作步骤

Follow these steps to complete the task:
请按照以下步骤完成任务：

Step 1: Understand the Context

步骤1：理解背景信息

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)?
在生成代码前，询问用户：
  • 因变量和核心自变量是什么？
  • 需要哪些控制变量和固定效应？
  • 标准误应如何聚类？
  • 需要什么格式的输出（LaTeX、Word或CSV）？

Step 2: Generate the Output

步骤2：生成输出内容

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
根据背景信息，生成Stata代码，包含以下内容：
  1. 加载并检查数据 - 处理缺失值并验证变量类型
  2. 运行指定的模型设定 - 根据情况使用
    regress
    、
    reghdfe
    或
    xtreg
  3. 添加稳健标准误或聚类标准误 - 与研究设计匹配
  4. 导出表格 - 使用
    esttab
    或
    outreg2
    并添加清晰标签

Step 3: Verify and Explain

步骤3：验证与解释

After generating output:
  • Explain what each model estimates
  • Highlight assumptions and diagnostics
  • Suggest robustness checks or alternative models
生成输出后：
  • 解释每个模型的估计内容
  • 强调假设和诊断结果
  • 建议稳健性检验或替代模型

Example Prompts

示例提示词

  • "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"
  • "运行包含企业和年份固定效应的OLS回归，按企业聚类标准误"
  • "估计logit模型并将结果导出为LaTeX格式"
  • "创建包含三种模型设定的回归表格"

Example Output

示例输出

stata
* ============================================
* 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
stata
* ============================================
* 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

要求

Software

软件

  • Stata 17+
  • Stata 17+

Packages

扩展包

  • estout
    (for 
    esttab
    )
  • reghdfe
    (optional, for high-dimensional fixed effects)
Install with:
stata
ssc install estout
ssc install reghdfe
  • estout
    （用于
    esttab
    ）
  • reghdfe
    （可选，用于高维固定效应）
安装命令：
stata
ssc install estout
ssc install reghdfe

Best Practices

最佳实践

  1. Match standard errors to the design (cluster where treatment varies)
  2. Report all model variants used in the analysis
  3. Document variable definitions and transformations
  1. 根据研究设计匹配标准误（在处理变量变化的维度进行聚类）
  2. 报告分析中使用的所有模型变体
  3. 记录变量定义和转换过程

Common Pitfalls

常见误区

  • Not clustering standard errors at the correct level
  • Omitting fixed effects when required by the design
  • Exporting tables without clear labels and notes
  • 未在正确维度聚类标准误
  • 研究设计要求固定效应时却未加入
  • 导出表格时未添加清晰的标签和注释

References

参考资料

Changelog

更新日志

v1.0.0

v1.0.0

  • Initial release
  • 初始版本