Learning Stata

If you are new to Stata, please start with the following:

• Download Sublime Text 4 and link Stata with ST

• Basic Stata training

• IPA Stata training. Click on Code > Download ZIP to save repository locally.

• Download, print and pin Stata cheat sheets

• DIME Analytics Coding Guide

• Christopher F. Baum's An Introduction to Modern Econometrics Using Stata

• Make your way through Lembcke's intro notes to Stata

  • Advanced topics are covered in Part B

• At the very least, cover chapters 1, 2, 3, 6, 8 and 9 from Cameron and Trivedi's Microeconometrics Using Stata

• Stata's documentation is excellent (and all their videos are on YouTube)

  • Your best friend in Stata will be the -help- command.

• There are a lot of resources on Stata on the web and some important ones are:

  • ATS UCLA
  • DSS Princeton

• I generally find it useful to point students to one material to avoid looking at multiple webpages etc. Therefore, I would strongly recommend starting with LSE notes or Baum's textbook, supplementing it with Stata's video tutorials when need be.

  • The only other required reading on this list is Cameron and Trivedi 2009

• When in doubt, ask! Statalist is an amazing resource but before posting make sure you have read the advice on posting

Improving Stata proficiency

• You should be comfortable with:
  • esttab
  • coefplot
  • dyndoc
  • Working with datetime
  • Regular expressions: regex or ustrregexm
  • Working with strings

It is also recommended that you learn:

• Writing own programs in Stata

• Programming an estimation command

• Here's some advice on writing a Stata package