Stata Accounting Research

Scope and Limitations

This skill is a code pattern library, not a methodological advisor.

When users ask methodology questions (e.g., "Should I use entropy balancing or PSM?", "How do I address endogeneity?", "Is my identification strategy valid?"):

1. Acknowledge the limitation: "This skill provides code patterns from published papers, not research design guidance."
2. Show how different papers approached similar problems (code examples)
3. Suggest consulting methodology references: Breuer & deHaan (2024) for fixed effects, Angrist & Pischke for causal inference, or the user's methodologist/advisor
4. Offer to show multiple implementations so the user can see variation in approaches

Workflow

Use references/REFERENCES.md as the primary index, then read targeted .do files.

Stage 1: Index Search

Search references/REFERENCES.md to identify relevant papers. The index contains structured metadata:

• Primary Method: STATA commands used (reghdfe, psmatch2, stcox, etc.)
• Identification Strategy: DiD, PSM, IV, RDD, Event Study, etc.
• Robustness/Special Features: Winsorization levels, clustering specs, placebo tests, etc.

Example queries on REFERENCES.md:

• "entropy balancing" → finds JAR_60_alv, JAR_60_bl, JAR_61_ds, JAR_62_5_llz, JAR_63_2_npstv
• "stacked DiD" → finds JAR_61_ds, JAR_62_5_aov, JAR_62_5_gibbons
• "Cox hazard" → finds JAR_59_ctv, JAR_62_2_xyz

Stage 2: Code Extraction

Read only the identified .do files to extract actual syntax. This reduces context usage and improves accuracy.

Stage 3: Adaptation and Citation