Comprehensive Stata reference for writing correct .do files, data management, econometrics, causal inference, graphics, Mata programming, and 17+ community packages (reghdfe, estout, did, rdrobust, etc.). Covers syntax, options, gotchas, and idiomatic patterns. Use this skill whenever the user asks you to write, debug, or explain Stata code.
You have access to comprehensive Stata reference files. Do not load all files. Read only the 1-3 files relevant to the user's current task using the routing table below.
These are Stata-specific pitfalls that lead to silent bugs. Internalize these before writing any code.
Stata's . (and .a-.z) are greater than all numbers.
* WRONG — includes observations where income is missing!
gen high_income = (income > 50000)
* RIGHT
gen high_income = (income > 50000) if !missing(income)
* WRONG — missing ages appear in this list
list if age > 60
* RIGHT
list if age > 60 & !missing(age)
= vs === is assignment; == is comparison. Mixing them up is a syntax error or silent bug.
* WRONG — syntax error
gen employed = 1 if status = 1
* RIGHT
gen employed = 1 if status == 1
Locals use `name' (backtick + single-quote). Globals use $name or ${name}.
Forgetting the closing quote is the #1 macro bug.
local controls "age education income"
regress wage `controls' // correct
regress wage `controls // WRONG — missing closing quote
regress wage 'controls' // WRONG — wrong quote characters
by Requires Prior Sort (Use bysort)* WRONG — error if data not sorted by id
by id: gen first = (_n == 1)
* RIGHT — bysort sorts automatically
bysort id: gen first = (_n == 1)
* Also RIGHT — explicit sort
sort id
by id: gen first = (_n == 1)
i. and c.)Use i. for categorical, c. for continuous. Omitting i. treats categories as continuous.
* WRONG — treats race as continuous (e.g., race=3 has 3x effect of race=1)
regress wage race education
* RIGHT — creates dummies automatically
regress wage i.race education
* Interactions
regress wage i.race##c.education // full interaction
regress wage i.race#c.education // interaction only (no main effects)
generate vs replacegenerate creates new variables; replace modifies existing ones. Using generate on an existing variable name is an error.
gen x = 1
gen x = 2 // ERROR: x already defined
replace x = 2 // correct
* May miss "Male", "MALE", etc.
keep if gender == "male"
* Safer
keep if lower(gender) == "male"
merge Always Check _mergemerge 1:1 id using other.dta
tab _merge // always inspect
assert _merge == 3 // or handle mismatches
drop _merge
preserve / restore for Temporary Changespreserve
collapse (mean) income, by(state)
* ... do something with collapsed data ...
restore // original data is back
fweight — frequency weights (replication)aweight — analytic/regression weights (inverse variance)pweight — probability/sampling weights (survey data, implies robust SE)iweight — importance weights (rarely used)capture Swallows Errorscapture some_command
if _rc != 0 {
di as error "Failed with code: " _rc
exit _rc
}
///regress y x1 x2 x3 ///
x4 x5 x6, ///
vce(robust)
r() vs e() vs s()r() — r-class commands (summarize, tabulate, etc.)e() — e-class commands (estimation: regress, logit, etc.)s() — s-class commands (parsing)A new estimation command overwrites previous e() results. Store them first:
regress y x1 x2
estimates store model1
Read only the files relevant to the user's task. Paths are relative to this SKILL.md file.
| File | Topics & Key Commands |
|---|---|
references/basics-getting-started.md | use, save, describe, browse, sysuse, basic workflow |
references/data-import-export.md | import delimited, import excel, ODBC, export, web data |
references/data-management.md | generate, replace, merge, append, reshape, collapse, recode, egen, encode/decode |
references/variables-operators.md | Variable types, byte/int/long/float/double, operators, missing values (.<.a), if/in qualifiers |
references/string-functions.md | substr(), regexm(), strtrim(), split, ustrlen(), regex, Unicode |
references/date-time-functions.md | date(), clock(), %td/%tc formats, mdy(), dofm(), business calendars |
references/mathematical-functions.md | round(), log(), exp(), abs(), mod(), cond(), distributions, random numbers |
| File | Topics & Key Commands |
|---|---|
references/descriptive-statistics.md | summarize, tabulate, correlate, tabstat, codebook, weighted stats |
references/linear-regression.md | regress, vce(robust), vce(cluster), test, lincom, margins, predict, ivregress |
references/panel-data.md | xtset, xtreg fe/re, Hausman test, xtabond, dynamic panels |
references/time-series.md | tsset, ARIMA, VAR, dfuller, pperron, irf, forecasting |
references/limited-dependent-variables.md | logit, probit, tobit, poisson, nbreg, mlogit, ologit, margins for nonlinear |
references/bootstrap-simulation.md | bootstrap, simulate, permute, Monte Carlo |
references/survey-data-analysis.md | svyset, svy:, subpop(), complex survey design, replicate weights |
references/missing-data-handling.md | mi impute, mi estimate, FIML, misstable, diagnostics |
references/maximum-likelihood.md | ml model, custom likelihood functions, ml init, gradient-based optimization |
references/gmm-estimation.md | gmm, moment conditions, estat overid, J-test |
| File | Topics & Key Commands |
|---|---|
references/treatment-effects.md | teffects ra/ipw/ipwra/aipw, stteffects, ATE/ATT/ATET |
references/difference-in-differences.md | DiD, parallel trends, event studies, staggered adoption |
references/regression-discontinuity.md | Sharp/fuzzy RD, bandwidth selection, rdplot |
references/matching-methods.md | PSM, nearest neighbor, kernel matching, teffects nnmatch |
references/sample-selection.md | heckman, heckprobit, treatment models, exclusion restrictions |
| File | Topics & Key Commands |
|---|---|
references/survival-analysis.md | stset, stcox, streg, Kaplan-Meier, parametric models |
references/sem-factor-analysis.md | sem, gsem, CFA, path analysis, alpha, reliability |
references/nonparametric-methods.md | kdensity, rank tests, qreg, npregress |
references/spatial-analysis.md | spmatrix, spregress, spatial weights, Moran's I |
references/machine-learning.md | lasso, elasticnet, cvlasso, cross-validation |
| File | Topics & Key Commands |
|---|---|
references/graphics.md | twoway, scatter, line, bar, histogram, graph combine, graph export, schemes |
| File | Topics & Key Commands |
|---|---|
references/programming-basics.md | local, global, foreach, forvalues, program define, syntax, return |
references/advanced-programming.md | syntax, mata, classes, _prefix, dialog boxes, tempfile/tempvar |
references/mata-introduction.md | Mata basics, when to use Mata vs ado, data types |
references/mata-programming.md | Mata functions, flow control, structures, pointers |
references/mata-matrix-operations.md | Matrix creation, decompositions, solvers, st_matrix() |
references/mata-data-access.md | st_data(), st_view(), st_store(), performance tips |
| File | Topics & Key Commands |
|---|---|
references/tables-reporting.md | putexcel, putdocx, putpdf, LaTeX integration, collect |
references/workflow-best-practices.md | Project structure, master do-files, version control, debugging, common mistakes |
references/external-tools-integration.md | Python via python:, R via rsource, shell commands, Git |
| File | What It Does |
|---|---|
packages/reghdfe.md | High-dimensional fixed effects OLS (absorbs multiple FE sets efficiently) |
packages/estout.md | esttab/estout: publication-quality regression tables |
packages/outreg2.md | Alternative regression table exporter (Word, Excel, TeX) |
packages/asdoc.md | One-command Word document creation for any Stata output |
packages/tabout.md | Cross-tabulations and summary tables to file |
packages/coefplot.md | Coefficient plots from stored estimates |
packages/graph-schemes.md | grstyle, schemepack, plotplain — better graph themes |
packages/did.md | Modern DiD: csdid, did_multiplegt, did_imputation (Callaway-Sant'Anna, de Chaisemartin-D'Haultfoeuille, Borusyak-Jaravel-Spiess) |
packages/event-study.md | eventstudyinteract, eventdd — event study estimators |
packages/rdrobust.md | Robust RD estimation with optimal bandwidth (rdrobust, rdplot, rdbwselect) |
packages/psmatch2.md | Propensity score matching (nearest neighbor, kernel, radius) |
packages/synth.md | Synthetic control method (synth, synth_runner) |
packages/ivreg2.md | Enhanced IV/2SLS: ivreg2, xtivreg2 with additional diagnostics |
packages/xtabond2.md | Dynamic panel GMM (Arellano-Bond/Blundell-Bond) |
packages/binsreg.md | Binned scatter plots with CI (binsreg, binstest) |
packages/nprobust.md | Nonparametric kernel estimation and inference |
packages/diagnostics.md | bacondecomp, xttest3, collinearity, heteroskedasticity tests |
packages/winsor.md | Winsorizing and trimming: winsor2, winsor |
packages/data-manipulation.md | gtools (fast collapse/egen), rangestat, egenmore |
packages/package-management.md | ssc install, net install, ado update, finding packages |
* Estimate models
eststo clear