Linear models and related using Stata: More speed and more inference

Enrique Pinzón
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Enrique Pinzón: StataCorp LLC

Chinese Stata Conference 2025 from Stata Users Group

Abstract: In the last three releases, we have upgraded the most commonly used linear models in Stata, namely, areg, regress, and xtreg, fe. Some of the improvements are for speed and convenience. Some have added new options to compute valid standard errors and confidence intervals for cases in which traditional computations will underperform. And some have added estimators that leverage this technology. In this talk, I will go through these upgrades and present the theoretical results that motivate them.

Date: 2025-07-11
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http://repec.org/chin2025/China25_Pinzon.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:chin25:01

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