How to do regression in Stata and output it to Excel

Published: 10 April 2022
on channel: Investment Analysis

499

Comprehensive guide for beginners on how to run a either a univariate or multivariate crossectional ordinary least squares (OLS) regression in Stata. We additionally cover topics such as importing data from Excel and outputting regression results back into Excel.

**************************************************
clear all
set more off, perm
cd "C:\Users\sindr\Documents\SimpleRegression"
import excel using "DataSet_SimpleRegression.xlsx", sheet("Data_LaTeX") firstrow

// Variables
local yvar LinesOfCode
local xvars Slides

// Run regression
reg `yvar' `xvars', r

// Store all of the regression table info in a matrix
matrix output = r(table)

// Create empty matrix
local k: word count `xvars'
matrix result = J(`k',3,.)

// Column names for the empty matrix
matrix colnames result = "Coefficient" "t-stat" "p-value"

// Column names for the empty matrix
tokenize "`xvars'"
forval i = 1/`k' {
local rown = "`rown' ``i''"
}
matrix rownames result = `rown'

// Populate the empty matrix
forval i = 1/`k' {
matrix result[`i',1] = output[1,`i']
matrix result[`i',2] = output[3,`i']
matrix result[`i',3] = output[4,`i']
}

// Export to Excel
local fileName "RegressionResults"
putexcel set "`fileName'", modify
putexcel D5 = matrix(result), names

matrix list result

**************************************************
Dataset:

Slides;LinesOfCode
85;2882
97;3611
119;3987
66;2437
83;2861
108;3844
51;1771
107;6269
120;4348
174;5296
71;2207
206;6724
189;5782
76;2311

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