Stata 十大 (类) 外挂指令 (to be added/revised) ：

• 回归 (控制多重固定效应并允许多重聚类)：(iv)reghdfe (linear regression absorbing multiple levels of fixed effects, allowingtwo- and multi-way clustering)
• 回归 (工具变量)：(xt)ivreg2 (Extendedinstrumental variables/2SLS, GMM and AC/HAC, LIML and k-class regression)
  

• 分组统计量与回归 (一般人回归时资料处理或变量建立，你想的到与你想不到的都可以做)：a.rangestat/rangerun(Generate statistics using observations within range/Run Stata commands onobservations within range)  b. asreg/asrol(Rolling window regressions and by(group) regressions/Generatesrolling-window/groups descriptive statistics)
• (允许非典型) 分组统计量与回归：runby -- Run Stata commands on by-groupsof observations (让所有指令都可 byable)
• 缺失值之处理与填补：mipolate (Interpolate/extrapolate values)     
• 图形：tabplot/catplot, coefplot.
• 时间变量转换：
  

      a. numdate -- Generate numeric date-time variable

      b. convdate-- Convert numeric date-time variable, generating variable of another date-timetype

      c.  extrdate-- Generate date or time component from date-time variable   

• 各种结果之汇整 (word/excel，各有优缺点)：
  

       a. outreg2 -- Arrange regression, summary, andtabulation into an illustrative table (我较熟悉常用)

       b. estout/esttab-- Making regression tables from stored estimates (唯一适合在讲义中编制表格)

       c. asdoc-- An easy way of creating publication quality tables from Stata commands (特别是high-dimensional correlation matrix，我对作者建议的，呵呵)

       d. sum2docxcorr2docx -- Report summary statistics and Pearson&Spearman coefficient ofcorrelation  to formatted table in DOCXfile (很方便使用)

• 我的讲义编排: texdoc -- Create a LaTeX document including Stata output