Stata external commands: the most common and up-to-date commands

Author: lian yu jun (lingnan college, sun yat-sen university)

original text: lian yu jun zhihu column

. Stata highlights ||

The article directories
Listing 3 Most commonly used external commands 4 Newly published external commands 5 Additional instructions

1 the feed

Today, stata is in its 15th release and is getting better and better. Still, diligent Stata users continue to develop new programs every day, narrowing the gap between theoretical metrics and practical applications. Let’s take a look at stata’s resources for external commands, including: Where do you get external commands?What external commands are the most commonly used and popular?What are the latest releases?Paying attention to these external commands can greatly improve the efficiency of our analysis.

The best way to get external commands is to use the -findit – command, and when the search is complete, follow the prompts of Stata to download and install the corresponding command and the sample data or dofiles provided by the author (if any). As you can see, Stata | is Adding user-written commands.

List of external commands
Stata has a complete list of external commands on its website.

3 The most common external commands
Enter SSC hot, n(10) to display the top 10 commands that have attracted the most attention in the past three months:

May 2017                  
Rank  # hits    Package     Author(s)
        Aug 2018   
  Rank   # hits    Package       Author(s)
     1  331271.0    findname      Nicholas J. Cox                         
     2  19504.6    outreg2       Roy Wada                                
     3  18223.6    estout        Ben Jann                                
     4  11066.7    distinct      Gary Longton, Nicholas J. Cox           
     5   7746.3    winsor        Nicholas J. Cox                         
     6   6881.7    winsor2       Lian Yu-jun                             
     7   6598.7    ivreg2        Mark E Schaffer, et al.                      
     8   6579.3    ivreg210      Mark E Schaffer, et al.                        
     9   6571.1    ivreg28       Mark E Schaffer, et al.                         
    10   6561.8    ivreg29       Christopher F Baum, et al.                        
(Click on package name for description)

It can be seen that the –outreg2– and –estout-commands used to output regression results and statistics tables are ranked second and second respectively; When dealing with outliers, the most commonly used indentation –winsor– and –winsor2– commands rank 5th and 6th respectively.
These commands can be installed directly to your computer using the – SSC install– command. Of course, you can also directly click the command name (stata window appears in blue with connection), and click click here to install in the following popup interface.

package winsor2 
      'WINSOR2': module to winsorize data


   winsor2 can winsorize a varlist, 
   operate with the by prefix,
   and offers a replace option.

   KW: winsor
   KW: winsorize
   KW: data management

   Requires: Stata version 8

   Distribution-Date: 20141222

   Author: Lian Yu-jun, Department of Finance, 
          Sun Yat-Sen University, China
   Support: email [email protected]

INSTALLATION FILES     (click here to install)
(click here to return to the previous screen)

4 Newly issued external commands
To see what new external commands have been issued in the last month, simply type SSC new. The search page displays dozens of new commands. Here are some of the more interesting ones to explain.
The ddid command is used to implement a more general DID model. Its main feature is to allow multi-period policy shocks, and policy shocks can occur at different time points. CORR2DOCX is published by li chuntao, a teacher of zhongnan economics and law, which is used to output Spearman and Pearson correlation coefficient into word documents. TWITTER2STATA can download the data from Twitter directly to stata. XTGCAUSE command USES Dumitrescu & A method proposed by Hurlin (Economic Modelling, 2012) was used to test whether Granger causality existed in heterogeneous panels.

SSC Stata modules created or 
revised 2017-07-09 to 2017-08-09
 module to evaluate threshold search model for non-linear models 
 based on information criterion
 Authors: Ho Fai Chan  Brenda Gannon  David Harris  Mark Harris       
 Req: Stata version 7
 Created: 2017-08-05

 module to compute pre- and post-treatment estimation of the  
 Average Treatment Effect (ATE) with binary time-varying treatment
 Authors: Giovanni Cerulli       
 Req: Stata version 14
 Created: 2017-07-31

 module to report Pearson & Spearman correlation coefficients 
 to formatted table in DOCX file
 Authors: Chuntao Li   Zijian Li  Yuan Xue       
 Req: Stata version 15
 Revised: 2017-08-04

 module to create Fama French Industry Variable from SIC Code
 Authors:   Tyson Van Alfen       
 Req: Stata version 10
 Created: 2017-07-24

 module to import data from Twitter
 Authors: Kevin Crow       
 Req: Stata version 15
 Revised: 2017-07-31

 module to create a SMCL presentation from a do file
 Authors: Maarten L. Buis       
 Req: Stata version 8
 Revised: 2017-07-16

 module to test for Granger non-causality in heterogeneous panels
 Authors: Luciano Lopez  Sylvain Weber       
 Req: Stata version 13.1
 Revised: 2017-07-31

To view all external commands issued by SSC, you can browse the Boston College Department of Economics or view them in the Stata command window. The command is: net from Index of /RePEc/bocode

5 Other Instructions
To view all external commands that have been installed, just type – ado-command; To update these external commands, use –adoupdate-; To uninstall these external commands, you can use –ado uninstall-; In addition to SSC, the UCLA website also provides a number of Stata external commands (all of which can be searched in the Stata command window using the findit command). The Stata column at UCLA provides a number of resources for learning about Stata.

Author: Lian Yujun (Associate Professor of Finance department, Lingnan College, Sun Yat-sen University)
Online course: | online Stata course for lian yu jun, | special subject course for youku Stata open course

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