Select predictors like a Bayesian. Easily work across data frames. Join us in Nashville to celebrate 40 years of Stata. And more. All inside the latest issue of the Stata News.
The Stata News
Vol 39 No 5

Select predictors like a Bayesian. Easily work across data frames. Join us in Nashville to celebrate 40 years of Stata. And more. All inside the latest issue of the Stata News.

StataNow™ spotlight: Select predictors like a Bayesian–with probability

You want to know which of many potential regressors are most predictive, but you also want to interpret the results. Introducing bayesselect, a new command that performs Bayesian variable selection for linear regression. Simultaneously evaluate variable importance and estimate regression coefficients, and then make predictions.

See how it works →

Join us in Nashville to celebrate 40 years of Stata

This year, the 2025 Stata Conference will be unique, with invited speakers and a special reception following day one that all participants are invited to attend. We're also bringing back the preconference workshop. Save the dates 30 July–1 August 2025, and stay tuned for more details.

Sign up for alerts →

 

You asked. We listened! Panel vector autoregression

You can now fit VAR models to panel data with the new command xtvar, available in StataNow. Regress dependent variables on lags of themselves and other dependent variables. Perform Granger causality tests. Evaluate the impact of shocks with impulse–response functions. And more.

See it in action →

 

Community corner: Cross-validation

Steven Brownell and Billy Buchanan’s crossvalidate package allows you to easily use cross-validation to assess the out-of-sample performance of different models. It works with most of Stata’s estimation commands and provides a wide range of cross-validation techniques. Use one of more than 40 built-in metrics or create your own.

Check it out →

 

Alias variables across frames

Did you know we introduced alias variables in Stata 18? This makes working with data frames better than ever. Open multiple datasets simultaneously with frames, link them together using common variables, and use variables across all linked frames as if they were in your current dataset.

Learn more →

 

2024 Stata Economics Virtual Symposium: Proceedings available

View the slides from the Stata Economics Virtual Symposium that was held on 7 November. Whether you weren't able to attend or you want to follow up on your favorite presentation, take advantage of our user community even after the meeting.

View the proceedings →