brycewang-stanford/stata-accounting-research

Scope and Limitations

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

| Can Do | Cannot Do | |--------|-----------| | Show how published papers implemented methods | Explain when to use one method over another | | Provide tested STATA syntax | Advise on identification strategy | | Indicate which robustness tests accompany analyses | Discuss research design trade-offs | | Cite source papers for code patterns | Recommend optimal research design |

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

1. Adapt patterns to the user's variable names and research context
2. Cite source: "Based on [Authors] ([Year]), JAR Volume"

Fallback: Direct Grep Patterns

For very specific syntax queries (e.g., "how does absorb() handle singletons?"), grep .do files directly:

| Task | Grep Pattern | |------|--------------| | Panel regressions | reghdfe\|xtreg\|areg | | Fixed effects | absorb\(\|i\.year\|i\.firm | | Clustering | cluster\(\|vce\(cluster | | Matching/PSM | psmatch2\|teffects\|cem\|ebalance\|pscore | | IV regression | xtivreg\|ivregress\|ivreg2 | | DiD | post.*treat\|treat.*post\|parallel.*trend | | RDD | rdrobust\|rddensity | | Event studies | CAR\|BHAR\|abnormal.*return | | Survival | stcox\|streg\|stset | | Fama-MacBeth | fama.?macbeth\|newey.*west | | Bootstrap | bootstrap\|bsample | | Quantile regression | qreg\|sqreg\|bsqreg | | Table output | esttab\|outreg2\|eststo | | Winsorization | winsor\|winsor2 |

Corpus Overview

126 STATA .do files from JAR Volumes 55-63 (2017-2025). See references/REFERENCES.md for complete catalog with paper titles and authors.

File Naming Convention

• V55-61: JAR_{volume}_{shortcode}.do
• V62-63: JAR_{volume}_{issue}_{shortcode}_{authors}.do

Volume Coverage

| Volume | Year | Papers | |--------|------|--------| | 55 | 2017 | 9 | | 56 | 2018 | 12 | | 57 | 2019 | 9 | | 58 | 2020 | 13 | | 59 | 2021 | 4 | | 60 | 2022 | 22 | | 61 | 2023 | 22 | | 62 | 2024 | 25 | | 63 | 2025 | 10 |

Standard Patterns

Clustering and Fixed Effects

* Firm and year FE with firm-clustered SEs (most common)
reghdfe depvar indepvar controls, absorb(firm year) cluster(firm)

* Industry-year FE
reghdfe depvar indepvar controls, absorb(ind_year) cluster(firm)

Output Conventions

eststo clear
eststo: reghdfe depvar indepvar controls, absorb(firm year) cluster(firm)
esttab using "table.tex", replace star(* 0.10 ** 0.05 *** 0.01) se

Winsorization

winsor2 varlist, cuts(1 99) replace