I use a healthcare expenditure dataset with observations geographically coded at the 5-digit zipcode level, but I'd also like to know which county an observation 'belongs' to. Maybe I want to cluster standard errors by county, or control for county-specific trends. You'd imagine this would be straightforward, but I haven't yet found a government crosswalk … Continue reading A Better ZIP5-County Crosswalk

## Large Stata Datasets and False Errors about ‘Duplicates’

Variable storage types exercise more importance when working with larger datasets, and variables with more digits. I'm reminded of this because of an error message Stata threw while trying to perform a long reshape, claiming duplicate entries of the ID variable. That was obviously not the case, since the _n id was uniquely created, and … Continue reading Large Stata Datasets and False Errors about ‘Duplicates’

## Local Macros in Stata Using Regular Expressions

Regular expressions can dramatically make your scripting simpler, more automated, and enable you to embed systematically-important information in filenames, variables, dictionaries, and paths. With enough practice, xkcd reminds us that regexp can also make you a superhero. Stata provides a very nice table of their regular expressions and offers some helpful examples, but these seem … Continue reading Local Macros in Stata Using Regular Expressions

## Effortlessly Merging 1,000s of Raw Data Files with Stata

I frequently have to consolidate 100s or 1,000s of raw data files into Stata, that are potentially stored in numerous and potentially unknown folders and subfolders, and have developed a workflow that I think is useful. This approach means I don't need to know file names or paths, and can instead assign search parameters that … Continue reading Effortlessly Merging 1,000s of Raw Data Files with Stata

## Stata-Latex esttab Regression Table Output Streamlining

Researchers spend an excessive amount of time getting up to speed with a field's chosen tools and methods, excessive because there is often a consensus on best practice and yet those best practices are not made common knowledge. I think the CS and statistics communities have this right in their pushing for open data, transparency, and reproducibility … Continue reading Stata-Latex esttab Regression Table Output Streamlining

## Stata: Union of Macros

Wide data is ok, but I prefer long data any day of the week (at least most days of the week). Data creators/providers may disagree, and in such cases you may have to be creative about how you reshape the data. Consider this common scenario: variable suffixes denote some index (e.g., time), but not every … Continue reading Stata: Union of Macros

## Stata: Reghdfe and factor interactions

If you don't know about the reghdfe function in Stata, you are likely missing out, especially if you run 'high dimensional fixed effects' models -- i.e., your model includes 3+ dimensions of FE, perhaps 2 in time and 1 in space-time. I've been encountering a situation which raises this unhelpful error message: (null assertion) Empty … Continue reading Stata: Reghdfe and factor interactions