Stata

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Powerful statistical software for data science. Analyze, visualize, & automate with Stata.

Need to absorb multiple high-dimensional categorical variables in your models? Stata 19 lets you use 𝗮𝗯𝘀𝗼𝗿𝗯() with 𝗮𝗿𝗲𝗴, 𝘅𝘁𝗿𝗲𝗴, 𝗳𝗲, and 𝗶𝘃𝗿𝗲𝗴𝗿𝗲𝘀𝘀 𝟮𝘀𝗹𝘀 for faster estimation than directly including category indicators. www.stata.com/new-in-stata...

High-dimensional fixed effects (HDFE)

Absorb not just one but multiple high-dimensional categorical variables in your linear and fixed-effects linear models with option -absorb()- of commands -areg-, -xtreg-, and -ivregress 2sls-.

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Ready to evaluate your financial portfolio? StataNow's new 𝗳𝗶𝗻𝘀𝘂𝗺𝗺𝗮𝗿𝗶𝘇𝗲 command computes key portfolio performance metrics, from Sharpe ratios to Jensen’s alpha, all in one place. Learn more: www.stata.com/statanow/fin...

Financial statistics

Stata's new financial statistics suite of commands provides tools to manage and analyze financial data. The new commands simplify workflows and expand on the data management, statistics, reporting,…

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Choosing between fixed-effects and random-effects models? Use the 𝗲𝘀𝘁𝗮𝘁 𝗺𝘂𝗻𝗱𝗹𝗮𝗸 postestimation command after 𝘅𝘁𝗿𝗲𝗴 to choose between RE and FE or correlated RE models, even with cluster–robust, bootstrap, or jackknife standard errors. www.stata.com/new-in-stata...

Mundlak specification test

We often determine whether a more efficient random effects model can be used instead of a fixed effects model using a Hausman specification test with -hausman-. But this works only for linear…

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New to statistics or looking for a refresher? Join our "Basic statistics in Stata" training course on 18–21 August to learn how to describe and visualize data, perform essential analyses, and confidently interpret your results. Register now: www.stata.com/training/pub...

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Meet the experts behind this year’s Stata Conference. Researchers, educators, and practitioners from around the world will be sharing innovative methods, practical workflows, and new research. See the full program and start planning your conference experience: www.stata.com/meeting/us26/

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Choosing between random-effects, fixed-effects, and correlated random-effects models? This tutorial demonstrates the 𝘅𝘁𝗿𝗲𝗴, 𝗰𝗿𝗲 command and the 𝗲𝘀𝘁𝗮𝘁 𝗺𝘂𝗻𝗱𝗹𝗮𝗸 postestimation command, including the Mundlak specification test. Watch: YouTube.com/watch?v=86Osyx-9ZLQ

We're at #JSM2026! If you're in Boston this week, stop by booths 400–406 to meet the Stata team, ask questions, and see what's new. And if you're planning your Wednesday schedule, don't miss our two Stata workshops. We'd love to see you!

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The new 𝗯𝗮𝘆𝗲𝘀𝗯𝗼𝗼𝘁 prefix in Stata 19 performs Bayesian bootstrap, helping you obtain more precise parameter estimates and incorporate prior information when sampling observations. Learn more: www.stata.com/new-in-stata...

Bayesian bootstrap

With -bayesboot- implement Bayesian bootstrap to obtain inferences based on the posterior distribution of observations, obtain the importance weights of each observation, or assign probabilities to…

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Join our upcoming hands-on course, and learn how to describe data; perform analyses such as correlation, t tests, and linear regression; and interpret results with confidence. 𝗕𝗮𝘀𝗶𝗰 𝘀𝘁𝗮𝘁𝗶𝘀𝘁𝗶𝗰𝘀 𝗶𝗻 𝗦𝘁𝗮𝘁𝗮 18–21 August Register: www.stata.com/training/pub...

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Registration and housing are now open for the 2026 Stata Conference! Join us in Boston on 1–2 October to connect with researchers, engage with StataCorp developers, and discover new applications of Stata. Reserve your spot and book your hotel: www.stata.com/meeting/us26/

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