What I wished they taught me about Econometrics - An Introduction

81 Reproducing regression output with STATA

About this lesson
In this video, Lydia demonstrates the mechanical process of generating Stata regression output, focusing solely on producing the familiar table without interpretation or theory. Following up on how to read regression output, this guide shows you how to create it from scratch using Stata's built-in auto dataset. You'll learn the core 'regress' command, how Stata automatically includes intercepts and estimates via OLS, and how easily you can add or remove regressors to test different model specifications. Lydia also highlights that the order of your variables in the command does not affect the final results, and how Stata automatically stores results for later use in creating publication-ready tables. This video is designed for beginners to master the command itself, avoiding common mistakes like misidentifying the dependent variable, forgetting to clear previous data, or interpreting output prematurely. Future videos will cover variable transformations, interactions, and assumption testing, but for now, the focus is purely on the command structure and output generation.
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