20 Feb What Are Some Useful Stata User-Written Commands?

Stata is a powerful statistical software widely used in academia, industry, and government for data analysis, management, and visualization. Stata offers a variety of built-in commands to perform different types of analysis, but sometimes these commands may not suffice. In such cases, users can create their own commands or use user-written commands available in Stata. These user-written commands can enhance the functionality of Stata and help users save time and effort.

In this article, we will explore some of the useful Stata user-written commands and their applications.

• estout 

The estout command is a popular user-written command that allows users to display regression results in an organized and readable format. It can also be used to export regression results to other software, such as Microsoft Excel, LaTeX, or HTML. This command can save users time and effort in formatting and organizing regression output.

• ivreg2

The ivreg2 command is a user-written command used to estimate instrumental variable regressions. This command is particularly useful when dealing with endogeneity problems or omitted variable bias. It also allows users to perform various diagnostic tests, such as overidentification tests, to check the validity of instrumental variables.

• reghdfe

The reghdfe command is a user-written command used to estimate high-dimensional fixed effects regressions. This command is particularly useful when dealing with panel data or datasets with a large number of fixed effects. It can also handle cluster-robust standard errors and provide various diagnostic tests, such as Hausman tests, to compare different models.

• xtabond2

The xtabond2 command is a user-written command used to estimate dynamic panel data models. This command is particularly useful when dealing with datasets that involve lagged dependent variables or endogenous regressors. It can also handle various types of instruments, such as weak instruments or many instruments, and provide various diagnostic tests, such as Sargan tests, to check the validity of instruments.

• outreg2

The outreg2 command is a user-written command used to generate publication-quality tables in Stata. This command is particularly useful when presenting regression results in a paper or report. It can also export tables to various formats, such as Microsoft Excel, LaTeX, or HTML.

• tabout

The tabout command is a user-written command used to generate summary statistics and cross-tabulations in Stata. This command is particularly useful when dealing with large datasets or when generating tables for publication. It can also export tables to various formats, such as Microsoft Excel, LaTeX, or HTML.

• ftools

The ftools command is a user-written command used to perform various financial calculations in Stata. This command is particularly useful when dealing with datasets that involve financial data, such as stock prices, exchange rates, or interest rates. It can also generate various financial charts, such as candlestick charts or line charts.

• spmap

The spmap command is a user-written command used to generate thematic maps in Stata. This command is particularly useful when dealing with spatial data or when presenting geographical information. It can also handle various types of maps, such as choropleth maps or dot density maps, and provide various customization options, such as color schemes or legend placement.

• user-written commands for data cleaning

There are various user-written commands available in Stata for data cleaning, such as missings, univar, or outliertest. These commands can help users identify missing values, outliers, or other data problems and take appropriate actions, such as imputation or deletion.