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p2_001
Run a fixed effects panel regression of y on x with entity fixed effects using xtreg. The data has panel structure with 'id' as the entity and 'time' as the time variable. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\ninput id time x y\n1 1 1 5\n1 2 2 7\n1 3 3 9\n2 1 2 8\n2 2 3 10\n2 3 4 12\n3 1 1 6\n3 2 2 8\n3 3 3 10\nend\nxtset id time", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 2 }, "tolerance": 0.000001, "language": "sta...
sacred
stata
p2_002
Perform two-stage least squares (2SLS) regression using ivregress. Regress y on endogenous variable x, using z as an instrument. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 12345\nset obs 100\ngen z = rnormal()\ngen e = rnormal()\ngen x = 2*z + 0.5*e\ngen y = 3*x + e", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 3 }, "tolerance": 0.15000000000000002, "language": "stata" }...
sacred
stata
p2_003
Calculate the Herfindahl-Hirschman Index (HHI) for market concentration. Given market shares in variable 'share' (as decimals summing to 1), compute HHI = sum of squared shares * 10000. Return the HHI value.
[ { "id": "case_01", "setup_code": "clear\ninput share\n0.5\n0.3\n0.2\nend", "expected_outputs": { "type": "scalar", "key": "hhi", "value": 3800 }, "tolerance": 0.01, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput share\n0.25\n0.25\n0.25\n0....
dev
stata
p2_004
Compute the Gini coefficient for income inequality from variable 'income'. Use the formula: G = (2 * sum(i * y_i) / (n * sum(y_i))) - (n+1)/n, where y_i is sorted income and i is rank. Return the Gini coefficient.
[ { "id": "case_01", "setup_code": "clear\ninput income\n10\n10\n10\n10\nend", "expected_outputs": { "type": "scalar", "key": "gini", "value": 0 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput income\n1\n2\n3\n4\n5\n...
dev
stata
p2_005
Run a difference-in-differences regression. You have variables: outcome, treat (treatment group indicator), post (post-treatment period), and treat_post (interaction). Return the coefficient on the interaction term (the DiD estimate).
[ { "id": "case_01", "setup_code": "clear\ninput treat post outcome\n0 0 10\n0 0 11\n0 1 12\n0 1 13\n1 0 15\n1 0 16\n1 1 22\n1 1 23\nend\ngen treat_post = treat * post", "expected_outputs": { "type": "scalar", "key": "_b[treat_post]", "value": 5 }, "tolerance": 0.000001, "lan...
sacred
stata
p2_006
Calculate the first-order autocorrelation (lag-1) of variable 'y' in a time series. Use correlate y L.y after tsset. Return r(rho).
[ { "id": "case_01", "setup_code": "clear\ninput time y\n1 1\n2 2\n3 3\n4 4\n5 5\n6 6\n7 7\n8 8\nend\ntsset time", "expected_outputs": { "type": "scalar", "key": "r(rho)", "value": 1 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code":...
sacred
stata
p2_007
Run a probit regression of binary outcome y on x. Return the coefficient on x (not marginal effect).
[ { "id": "case_01", "setup_code": "clear\nset seed 123\nset obs 200\ngen x = rnormal()\ngen y = (1.5*x + rnormal() > 0)", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 2.0840848 }, "tolerance": 0.206324, "language": "stata" }, { "id": "case_02", ...
dev
stata
p2_008
Calculate the variance inflation factor (VIF) for variable x1 in a regression with x1 and x2. After regress y x1 x2, use estat vif and return the VIF for x1.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen y = x1 + x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "vif_x1", "value": 1 }, "tolerance": 0.1, "language": "stata" }, { "id": "case_02...
dev
stata
p2_009
Perform a Chow test for structural break at observation 'breakpoint'. Regress y on x for the full sample, then test if coefficients differ before/after the break. Return the F-statistic.
[ { "id": "case_01", "setup_code": "clear\nset seed 100\nset obs 20\ngen x = _n\ngen period = (_n > 10)\ngen y = 2*x + 0.5*period + 0.2*period*x + rnormal()*2\nscalar breakpoint = 10", "expected_outputs": { "type": "scalar", "key": "F_chow", "value": 10.44 }, "tolerance": 1.034, ...
sacred
stata
p2_010
Calculate the elasticity of y with respect to x at the mean values. Run reg ln_y ln_x where ln_y = log(y) and ln_x = log(x). The coefficient on ln_x is the elasticity. Return this elasticity.
[ { "id": "case_01", "setup_code": "clear\ninput x y\n1 2\n2 8\n3 18\n4 32\n5 50\nend", "expected_outputs": { "type": "scalar", "key": "_b[ln_x]", "value": 2 }, "tolerance": 0.1, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x y\n1 10\n2 14...
dev
stata
p2_011
Compute the Durbin-Watson statistic for autocorrelation in regression residuals. After reg y x, use estat dwatson and return the d statistic.
[ { "id": "case_01", "setup_code": "clear\ninput time x y\n1 1 2.1\n2 2 3.9\n3 3 6.2\n4 4 7.8\n5 5 10.1\n6 6 11.9\n7 7 14.2\n8 8 15.8\nend\ntsset time", "expected_outputs": { "type": "scalar", "key": "dw", "value": 3.4626883 }, "tolerance": 0.17313442, "language": "stata" }...
sacred
stata
p2_012
Run a random effects panel regression of y on x using xtreg, re. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\ninput id time x y\n1 1 1 5\n1 2 2 8\n1 3 3 11\n2 1 2 7\n2 2 3 10\n2 3 4 13\n3 1 1 4\n3 2 2 7\n3 3 3 10\nend\nxtset id time", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 3 }, "tolerance": 0.2, "language": "stata" ...
dev
stata
p2_013
Calculate the interquartile range (IQR = Q3 - Q1) for variable 'x'. Return the IQR value.
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n2\n3\n4\n5\n6\n7\n8\n9\n10\n11\n12\nend", "expected_outputs": { "type": "scalar", "key": "iqr", "value": 6 }, "tolerance": 0.5, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n10\n20\n...
sacred
stata
p2_014
Compute the coefficient of variation (CV = std/mean * 100) for variable 'x'. Return the CV as a percentage.
[ { "id": "case_01", "setup_code": "clear\ninput x\n10\n10\n10\n10\nend", "expected_outputs": { "type": "scalar", "key": "cv", "value": 0 }, "tolerance": 0.01, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n1\n2\n3\n4\n5\nend", "expec...
sacred
stata
p2_015
Run a logistic regression of binary y on x. Calculate and return the odds ratio for x (exp of coefficient).
[ { "id": "case_01", "setup_code": "clear\nset seed 101\nset obs 300\ngen x = rnormal()\ngen p = invlogit(0.7*x)\ngen y = runiform() < p", "expected_outputs": { "type": "scalar", "key": "or_x", "value": 2.0132528 }, "tolerance": 0.2, "language": "stata" }, { "id": "ca...
dev
stata
p2_016
Perform a Hausman test comparing fixed effects vs random effects. Return the chi-squared test statistic.
[ { "id": "case_01", "setup_code": "clear\nset seed 555\nset obs 90\ngen id = ceil(_n/3)\ngen time = mod(_n-1,3)+1\ngen x = rnormal()\ngen u = rnormal()\nbysort id: gen alpha = rnormal() if _n==1\nbysort id: replace alpha = alpha[1]\ngen y = 2*x + alpha + u\nxtset id time", "expected_outputs": { "ty...
sacred
stata
p2_017
Calculate the skewness of variable 'x'. Use summarize, detail and return r(skewness).
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n2\n3\n4\n5\nend", "expected_outputs": { "type": "scalar", "key": "r(skewness)", "value": 0 }, "tolerance": 0.01, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n1\n1\n1\n1\n10\nend", ...
sacred
stata
p2_018
Calculate the kurtosis of variable 'x'. Use summarize, detail and return r(kurtosis).
[ { "id": "case_01", "setup_code": "clear\nset seed 42\nset obs 1000\ngen x = rnormal()", "expected_outputs": { "type": "scalar", "key": "r(kurtosis)", "value": 2.8006081 }, "tolerance": 0.28, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x...
dev
stata
p2_019
Compute the geometric mean of positive variable 'x'. Formula: exp(mean(ln(x))). Return the geometric mean.
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n2\n4\n8\nend", "expected_outputs": { "type": "scalar", "key": "gmean", "value": 2.828427 }, "tolerance": 0.00001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n10\n10\n10\nend", ...
dev
stata
p2_020
Calculate the harmonic mean of positive variable 'x'. Formula: n / sum(1/x). Return the harmonic mean.
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n2\n4\nend", "expected_outputs": { "type": "scalar", "key": "hmean", "value": 1.714286 }, "tolerance": 0.00001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n5\n5\n5\nend", "expec...
sacred
stata
p2_021
Winsorize variable 'x' at the 5th and 95th percentiles. Replace values below p5 with p5 and above p95 with p95. Return the mean of winsorized x.
[ { "id": "case_01", "setup_code": "clear\nset obs 100\ngen x = _n", "expected_outputs": { "type": "scalar", "key": "r(mean)", "value": 50.5 }, "tolerance": 0.5, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nset seed 123\nset obs 200\ngen x = rno...
sacred
stata
p2_022
Run a regression with robust (heteroskedasticity-consistent) standard errors. reg y x, robust. Return the robust standard error for the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 999\nset obs 100\ngen x = rnormal()\ngen e = rnormal() * abs(x)\ngen y = 2*x + e", "expected_outputs": { "type": "scalar", "key": "_se[x]", "value": 0.201152 }, "tolerance": 0.010058, "language": "stata" }, { "id": "...
dev
stata
p2_023
Compute the between-group variance share (R-squared from regressing y on group means). This equals 1 - (within variance / total variance). Return this ratio.
[ { "id": "case_01", "setup_code": "clear\ninput group y\n1 10\n1 12\n1 11\n2 20\n2 22\n2 21\n3 30\n3 32\n3 31\nend", "expected_outputs": { "type": "scalar", "key": "between_share", "value": 0.99 }, "tolerance": 0.02, "language": "stata" }, { "id": "case_02", "set...
dev
stata
p2_024
Calculate the adjusted R-squared from a regression of y on x1 and x2. Return e(r2_a) after the regression.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 50\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen y = 2*x1 + 3*x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "e(r2_a)", "value": 0.9 }, "tolerance": 0.09000000000000001, "language": "stata" }, ...
sacred
stata
p2_025
Run a regression with an interaction term. Regress y on x1 x2 and x1*x2 (interaction). Return the coefficient on the interaction term c.x1#c.x2.
[ { "id": "case_01", "setup_code": "clear\ninput x1 x2 y\n1 1 5\n1 2 7\n2 1 6\n2 2 12\n3 1 7\n3 2 17\nend", "expected_outputs": { "type": "scalar", "key": "_b[c.x1#c.x2]", "value": 4 }, "tolerance": 0.1, "language": "stata" }, { "id": "case_02", "setup_code": "cle...
dev
stata
p2_026
Perform bootstrap estimation of the standard error of the mean of y with 100 replications. Return the bootstrap standard error.
[ { "id": "case_01", "setup_code": "clear\nset seed 42\nset obs 50\ngen y = rnormal(10, 2)", "expected_outputs": { "type": "scalar", "key": "bs_se", "value": 0.28 }, "tolerance": 0.04, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nset seed 84\nse...
dev
stata
p2_027
Calculate the mode (most frequent value) of discrete variable 'x'. If there are ties, return the smallest mode. Return the mode.
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n2\n2\n3\n3\n3\n4\nend", "expected_outputs": { "type": "scalar", "key": "mode_x", "value": 3 }, "tolerance": 0, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n5\n5\n5\n10\n10\n15\nend"...
dev
stata
p2_028
Compute the entropy of a categorical variable 'x'. Entropy = -sum(p_i * ln(p_i)) where p_i is the proportion in each category. Return the entropy.
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n1\n2\n2\nend", "expected_outputs": { "type": "scalar", "key": "entropy", "value": 0.693147 }, "tolerance": 0.00001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n1\n1\n1\n1\nend", ...
dev
stata
p2_029
Calculate the effective number of observations accounting for clustering. Use the formula: n_eff = n / (1 + (m-1)*rho) where n is sample size, m is average cluster size, and rho is intraclass correlation. Return n_eff.
[ { "id": "case_01", "setup_code": "clear\ninput cluster y\n1 10\n1 12\n1 11\n2 20\n2 22\n2 21\n3 15\n3 17\n3 16\nend", "expected_outputs": { "type": "scalar", "key": "n_eff", "value": 3 }, "tolerance": 0.15, "language": "stata" }, { "id": "case_02", "setup_code":...
sacred
stata
p2_030
Run a Poisson regression of count variable y on x. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 444\nset obs 200\ngen x = rnormal()\ngen lambda = exp(1 + 0.5*x)\ngen y = rpoisson(lambda)", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 0.5 }, "tolerance": 0.05, "language": "stata" }, { "id": "...
sacred
stata
p2_031
Standardize variable 'x' to have mean 0 and standard deviation 1. Create variable 'z' = (x - mean(x)) / sd(x). Return the maximum value of z.
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n2\n3\n4\n5\nend", "expected_outputs": { "type": "scalar", "key": "z_max", "value": 1.2649111 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n10\n20\n30\nend",...
sacred
stata
p2_032
Calculate the median absolute deviation (MAD) of variable 'x'. MAD = median(|x - median(x)|). Return MAD.
[ { "id": "case_01", "setup_code": "clear\ninput x\n1\n2\n3\n4\n5\nend", "expected_outputs": { "type": "scalar", "key": "mad", "value": 1 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x\n1\n1\n2\n2\n100\nend", ...
sacred
stata
p2_033
Compute the Spearman rank correlation between variables 'x' and 'y'. Use spearman command and return rho.
[ { "id": "case_01", "setup_code": "clear\ninput x y\n1 10\n2 20\n3 30\n4 40\n5 50\nend", "expected_outputs": { "type": "scalar", "key": "r(rho)", "value": 1 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x y\n1 50\...
sacred
stata
p2_034
Perform principal component analysis on x1, x2, x3 and return the eigenvalue of the first principal component.
[ { "id": "case_01", "setup_code": "clear\nset seed 999\nset obs 100\ngen x1 = rnormal()\ngen x2 = x1 + 0.1*rnormal()\ngen x3 = x1 + 0.1*rnormal()", "expected_outputs": { "type": "scalar", "key": "ev1", "value": 3 }, "tolerance": 0.3, "language": "stata" }, { "id": "c...
sacred
stata
p2_035
Calculate the F-statistic for testing joint significance of x1 and x2 in a regression of y on x1, x2, and x3. Use test x1 x2 after regression and return F.
[ { "id": "case_01", "setup_code": "clear\nset seed 777\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen x3 = rnormal()\ngen y = 2*x1 + 3*x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "r(F)", "value": 460.67 }, "tolerance": 0.1, "language": "stata" ...
dev
stata
p2_036
Calculate the Akaike Information Criterion (AIC) for a regression model. After reg y x1 x2, use estat ic to get the AIC. Return the AIC value from the information criteria matrix.
[ { "id": "case_01", "setup_code": "clear\nset seed 123\nset obs 50\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen y = x1 + x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "aic", "value": 141.48 }, "tolerance": 0.5, "language": "stata" }, { "id": "case_0...
dev
stata
p2_037
Run a tobit regression for censored data. Variable y is left-censored at 0. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 200\ngen x = rnormal()\ngen ystar = 2*x + rnormal()\ngen y = max(0, ystar)", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 1.96 }, "tolerance": 0.15, "language": "stata" }, { "id": "ca...
dev
stata
p2_038
Calculate the Theil index for inequality measurement. Theil = (1/n) * sum((y_i/mean_y) * ln(y_i/mean_y)). Return the Theil index.
[ { "id": "case_01", "setup_code": "clear\ninput y\n10\n10\n10\n10\nend", "expected_outputs": { "type": "scalar", "key": "theil", "value": 0 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput y\n1\n2\n3\n4\nend", "e...
sacred
stata
p2_039
Compute the leverage (hat values) for each observation in a regression. Return the maximum leverage value.
[ { "id": "case_01", "setup_code": "clear\ninput x y\n1 2\n2 4\n3 6\n4 8\n5 10\nend", "expected_outputs": { "type": "scalar", "key": "max_leverage", "value": 0.6 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\ninput x y\n1...
sacred
stata
p2_040
Calculate Cook's distance for each observation and return the maximum Cook's D value.
[ { "id": "case_01", "setup_code": "clear\ninput x y\n1 2\n2 4\n3 6\n4 8\n5 100\nend", "expected_outputs": { "type": "scalar", "key": "max_cooksd", "value": 2.25 }, "tolerance": 0.5, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nset seed 222\nset...
sacred
stata
p2_041
Run a regression with clustered standard errors by group variable 'cluster'. Return the clustered standard error for x.
[ { "id": "case_01", "setup_code": "clear\nset seed 333\nset obs 100\ngen cluster = ceil(_n/10)\ngen x = rnormal()\ngen u = rnormal()\nbysort cluster: gen cluster_effect = rnormal() if _n==1\nbysort cluster: replace cluster_effect = cluster_effect[1]\ngen y = 2*x + cluster_effect + u", "expected_outputs":...
dev
stata
p2_042
Compute the partial correlation between x and y, controlling for z. Return the partial correlation coefficient.
[ { "id": "case_01", "setup_code": "clear\nset seed 100\nset obs 100\ngen z = rnormal()\ngen x = 0.5*z + rnormal()\ngen y = 0.5*z + rnormal()", "expected_outputs": { "type": "scalar", "key": "partial_r", "value": -0.04 }, "tolerance": 0.02, "language": "stata" }, { "i...
dev
stata
p2_043
Calculate the semi-elasticity: the percentage change in y for a one-unit change in x. Run reg ln_y x and return _b[x]*100.
[ { "id": "case_01", "setup_code": "clear\ninput x y\n0 100\n1 110\n2 121\n3 133\n4 146\nend\ngen ln_y = ln(y)", "expected_outputs": { "type": "scalar", "key": "semi_elast", "value": 9.467416 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "set...
sacred
stata
p2_044
Perform a Breusch-Pagan test for heteroskedasticity after regressing y on x. Return the chi-squared statistic.
[ { "id": "case_01", "setup_code": "clear\nset seed 444\nset obs 100\ngen x = runiform(1, 10)\ngen y = 2*x + rnormal()*x", "expected_outputs": { "type": "scalar", "key": "r(chi2)", "value": 15.73 }, "tolerance": 0.1, "language": "stata" }, { "id": "case_02", "setu...
dev
stata
p2_045
Calculate the Root Mean Square Error (RMSE) from a regression of y on x. RMSE = sqrt(e(rss)/e(N)). Return RMSE.
[ { "id": "case_01", "setup_code": "clear\ninput x y\n1 2\n2 4\n3 6\n4 8\n5 10\nend", "expected_outputs": { "type": "scalar", "key": "rmse", "value": 0 }, "tolerance": 0.01, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nset seed 123\nset obs 100\...
sacred
stata
p2_046
Run an ordered probit regression of ordered outcome y (values 1,2,3) on x. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 300\ngen x = rnormal()\ngen ystar = x + rnormal()\ngen y = 1 + (ystar > -0.5) + (ystar > 0.5)", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 0.96 }, "tolerance": 0.01, "language": "stata" }...
dev
stata
p2_047
Calculate the share of variance explained by the first k principal components. Run pca on x1 x2 x3 and return the proportion of variance explained by PC1.
[ { "id": "case_01", "setup_code": "clear\nset seed 777\nset obs 100\ngen x1 = rnormal()\ngen x2 = x1 + 0.1*rnormal()\ngen x3 = x1 + 0.1*rnormal()", "expected_outputs": { "type": "scalar", "key": "pc1_share", "value": 1 }, "tolerance": 0.01, "language": "stata" }, { "...
dev
stata
p2_048
Estimate a negative binomial regression for overdispersed count data. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 999\nset obs 300\ngen x = rnormal()\ngen lambda = exp(1 + 0.5*x)\ngen alpha = 0.5\ngen y = rpoisson(lambda * rgamma(1/alpha, alpha))", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 0.46 }, "tolerance": 0.1, ...
dev
stata
p2_049
Calculate the mean squared prediction error using leave-one-out cross-validation for reg y x. Return the CV-MSE.
[ { "id": "case_01", "setup_code": "clear\ninput x y\n1 2\n2 4\n3 6\n4 8\n5 10\nend", "expected_outputs": { "type": "scalar", "key": "cv_mse", "value": 0 }, "tolerance": 0.1, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nset seed 42\nset obs 20\n...
sacred
stata
p2_050
Compute the condition number of the X'X matrix (excluding the constant) from a regression of y on the X variables. The condition number is defined as sqrt(max eigenvalue / min eigenvalue) of X'X. Return the condition number.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen y = x1 + x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "cond_num", "value": 1.04 }, "tolerance": 0.1, "language": "stata" }, { "id": "ca...
dev
stata
p3_001
Estimate a vector autoregression (VAR) with 2 lags for variables y1 and y2. Return the coefficient on L1.y1 in the y2 equation.
[ { "id": "case_01", "setup_code": "clear\nset seed 123\nset obs 100\ngen time = _n\ngen y1 = 0\ngen y2 = 0\nforvalues i = 3/100 {\n qui replace y1 = 0.5*y1[_n-1] + 0.2*y2[_n-1] + rnormal() in `i'\n qui replace y2 = 0.3*y1[_n-1] + 0.4*y2[_n-1] + rnormal() in `i'\n}\ntsset time", "expected_outputs": ...
dev
stata
p3_002
Perform the Augmented Dickey-Fuller test for unit root on variable y. Return the test statistic.
[ { "id": "case_01", "setup_code": "clear\nset seed 456\nset obs 200\ngen time = _n\ngen y = sum(rnormal())\ntsset time", "expected_outputs": { "type": "scalar", "key": "adf_stat", "value": -1.96 }, "tolerance": 0.1, "language": "stata" }, { "id": "case_02", "setu...
dev
stata
p3_003
Test for Granger causality: does x Granger-cause y? Run a VAR and test if lags of x jointly predict y. Return the chi-squared statistic.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 150\ngen time = _n\ngen x = rnormal()\ngen y = 0\nforvalues i = 3/150 {\n qui replace y = 0.5*x[_n-1] + 0.3*y[_n-1] + rnormal() in `i'\n}\ntsset time", "expected_outputs": { "type": "scalar", "key": "granger_chi2", "valu...
dev
stata
p3_004
Estimate a GARCH(1,1) model for variable y. Return the ARCH coefficient (alpha).
[ { "id": "case_01", "setup_code": "clear\nset seed 222\nset obs 500\ngen time = _n\ngen e = rnormal()\ngen h = 1\ngen y = 0\nforvalues i = 2/500 {\n qui replace h = 0.1 + 0.2*e[_n-1]^2 + 0.7*h[_n-1] in `i'\n qui replace e = sqrt(h)*rnormal() in `i'\n qui replace y = e in `i'\n}\ntsset time", "ex...
dev
stata
p3_005
Perform the Johansen cointegration test between y1 and y2 using vecrank with 2 lags. Return the trace statistic for the null hypothesis of rank=0.
[ { "id": "case_01", "setup_code": "clear\nset seed 333\nset obs 200\ngen time = _n\ngen e1 = rnormal()\ngen e2 = rnormal()\ngen y1 = sum(e1)\ngen y2 = y1 + rnormal()\ntsset time", "expected_outputs": { "type": "scalar", "key": "trace_stat", "value": 86 }, "tolerance": 8.6, "...
dev
stata
p3_006
Estimate a Cox proportional hazards model for survival data with time variable 't', failure indicator 'd', and covariate 'x'. Return the hazard ratio for x.
[ { "id": "case_01", "setup_code": "clear\nset seed 444\nset obs 200\ngen x = rnormal()\ngen lambda = exp(0.5*x)\ngen t = -ln(runiform())/lambda\ngen d = (t < 5)\nreplace t = min(t, 5)\nstset t, failure(d)", "expected_outputs": { "type": "scalar", "key": "hr_x", "value": 1.57 }, ...
dev
stata
p3_007
Calculate the Kaplan-Meier survival probability at time t=2. Return S(2).
[ { "id": "case_01", "setup_code": "clear\ninput t d\n0.5 1\n1.0 1\n1.5 0\n2.0 1\n2.5 1\n3.0 0\n3.5 1\n4.0 1\nend\nstset t, failure(d)", "expected_outputs": { "type": "scalar", "key": "surv_t2", "value": 0.6 }, "tolerance": 0.000001, "language": "stata" }, { "id": "ca...
sacred
stata
p3_008
Estimate propensity scores using logit of treatment on x1 and x2, then calculate the Average Treatment Effect on the Treated (ATT) using nearest-neighbor matching. Return ATT.
[ { "id": "case_01", "setup_code": "clear\nset seed 555\nset obs 200\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen p = invlogit(-1 + 0.5*x1 + 0.3*x2)\ngen treat = runiform() < p\ngen y0 = 2 + x1 + rnormal()\ngen y1 = y0 + 3\ngen y = cond(treat, y1, y0)", "expected_outputs": { "type": "scalar", ...
sacred
stata
p3_009
Estimate a dynamic panel model using the Arellano-Bond GMM estimator. Regress y on L.y and x with xtabond. Return the coefficient on L.y.
[ { "id": "case_01", "setup_code": "clear\nset seed 666\nset obs 500\ngen id = ceil(_n/10)\ngen time = mod(_n-1, 10) + 1\nxtset id time\ngen x = rnormal()\ngen u = rnormal()\ngen y = x + u if time == 1\nbysort id (time): replace y = 0.6*L.y + 0.5*x + u if time > 1", "expected_outputs": { "type": "sc...
dev
stata
p3_010
Perform a Seemingly Unrelated Regression (SUR) estimation for two equations: y1 = a1 + b1*x1 and y2 = a2 + b2*x2. Return b1.
[ { "id": "case_01", "setup_code": "clear\nset seed 777\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen e1 = rnormal()\ngen e2 = 0.5*e1 + rnormal()*sqrt(0.75)\ngen y1 = 1 + 2*x1 + e1\ngen y2 = 2 + 3*x2 + e2", "expected_outputs": { "type": "scalar", "key": "_b[y1:x1]", "value": ...
dev
stata
p3_011
Estimate a regression discontinuity design. The running variable is 'x', treatment threshold is 0, and outcome is 'y'. Return the local average treatment effect at the threshold.
[ { "id": "case_01", "setup_code": "clear\nset seed 888\nset obs 200\ngen x = runiform(-2, 2)\ngen treat = (x >= 0)\ngen y = 1 + 0.5*x + 3*treat + rnormal()", "expected_outputs": { "type": "scalar", "key": "late", "value": 3.03 }, "tolerance": 0.2, "language": "stata" }, ...
dev
stata
p3_012
Calculate the inverse Mills ratio for a Heckman selection model. Estimate a probit of select on all z* variables (all variables starting with z). Predict the linear index xb, then compute lambda = normalden(xb)/normal(xb) for selected observations (select==1). Return the mean of lambda.
[ { "id": "case_01", "setup_code": "clear\nset seed 999\nset obs 300\ngen z = rnormal()\ngen select = (0.5*z + rnormal() > 0)\ngen y = 1 + rnormal() if select", "expected_outputs": { "type": "scalar", "key": "mean_lambda", "value": 0.7 }, "tolerance": 0.05, "language": "stata...
dev
stata
p3_013
Perform quantile regression at the 90th percentile. Return _b[x] from qreg y x, q(.9).
[ { "id": "case_01", "setup_code": "clear\nset seed 100\nset obs 200\ngen x = rnormal()\ngen y = 1 + 2*x + (1 + 0.5*x)*rnormal()", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 2.651779 }, "tolerance": 0.2, "language": "stata" }, { "id": "case_02", ...
dev
stata
p3_014
Estimate a multinomial logit model for outcome y (values 1,2,3) on x. Return the coefficient on x for outcome 2 vs base outcome 1.
[ { "id": "case_01", "setup_code": "clear\nset seed 200\nset obs 500\ngen x = rnormal()\ngen v2 = 0.5*x + rnormal()\ngen v3 = x + rnormal()\ngen p1 = 1/(1 + exp(v2) + exp(v3))\ngen p2 = exp(v2)/(1 + exp(v2) + exp(v3))\ngen u = runiform()\ngen y = 1 + (u > p1) + (u > p1 + p2)", "expected_outputs": { ...
dev
stata
p3_015
Calculate the Long-Run Variance using Newey-West HAC estimator with 4 lags. After reg y x, vce(hac nwest 4), return _se[x].
[ { "id": "case_01", "setup_code": "clear\nset seed 300\nset obs 200\ngen time = _n\ntsset time\ngen x = rnormal()\ngen e = 0\nforvalues i = 2/200 {\n qui replace e = 0.7*e[_n-1] + rnormal() in `i'\n}\ngen y = 2*x + e", "expected_outputs": { "type": "scalar", "key": "_se[x]", "value":...
dev
stata
p3_016
Compute the eigenvalues of a 3x3 matrix A. Return the largest eigenvalue.
[ { "id": "case_01", "setup_code": "clear\nmatrix A = (4, 1, 1 \\ 1, 4, 1 \\ 1, 1, 4)", "expected_outputs": { "type": "scalar", "key": "max_eigen", "value": 6 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nmatrix A = (2, ...
sacred
stata
p3_017
Compute the determinant of matrix A. Return det(A).
[ { "id": "case_01", "setup_code": "clear\nmatrix A = (1, 2 \\ 3, 4)", "expected_outputs": { "type": "scalar", "key": "det_A", "value": -2 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nmatrix A = (2, 0, 0 \\ 0, 3, 0 \\ 0...
sacred
stata
p3_018
Perform Cholesky decomposition of symmetric positive definite matrix A. Return the (1,1) element of the lower triangular matrix L where A = LL'.
[ { "id": "case_01", "setup_code": "clear\nmatrix A = (4, 2 \\ 2, 5)", "expected_outputs": { "type": "scalar", "key": "L11", "value": 2 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nmatrix A = (9, 0, 0 \\ 0, 4, 0 \\ 0, 0...
sacred
stata
p3_019
Invert matrix A and return the (1,1) element of A^(-1).
[ { "id": "case_01", "setup_code": "clear\nmatrix A = (4, 7 \\ 2, 6)", "expected_outputs": { "type": "scalar", "key": "Ainv_11", "value": 0.6 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nmatrix A = (1, 0 \\ 0, 2)", ...
sacred
stata
p3_020
Run a Wald test for the hypothesis that _b[x1] = _b[x2] after reg y x1 x2. Return the F statistic (r(F)).
[ { "id": "case_01", "setup_code": "clear\nset seed 400\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen y = 2*x1 + 2*x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "r(F)", "value": 0.08 }, "tolerance": 0.008, "language": "stata" }, { "id": "...
dev
stata
p3_021
Estimate a three-stage least squares (3SLS) system with two simultaneous equations where y1 depends on y2 and x1, and y2 depends on y1 and z2. Return the coefficient on x1 in the first equation.
[ { "id": "case_01", "setup_code": "clear\nset seed 600\nset obs 200\ngen x1 = rnormal()\ngen z2 = rnormal()\ngen e1 = rnormal()\ngen e2 = 0.5*e1 + rnormal()*sqrt(0.75)\ngen y2 = 2*z2 + e2\ngen y1 = 1.5*y2 + 2*x1 + e1", "expected_outputs": { "type": "scalar", "key": "_b[y1:x1]", "value":...
dev
stata
p3_022
Perform kernel density estimation at x=0 using an Epanechnikov kernel with bandwidth 0.5. Return the density estimate f(0).
[ { "id": "case_01", "setup_code": "clear\nset seed 700\nset obs 500\ngen x = rnormal()", "expected_outputs": { "type": "scalar", "key": "f_0", "value": 0.38 }, "tolerance": 0.019, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nset seed 800\nset o...
dev
stata
p3_023
Estimate local polynomial regression (lpoly) of y on x and return the predicted value at x=0.
[ { "id": "case_01", "setup_code": "clear\nset seed 900\nset obs 200\ngen x = runiform(-2, 2)\ngen y = x^2 + rnormal()*0.5", "expected_outputs": { "type": "scalar", "key": "yhat_0", "value": 0.10439015 }, "tolerance": 0.05, "language": "stata" }, { "id": "case_02", ...
dev
stata
p3_024
Calculate the Likelihood Ratio test statistic comparing nested models: y on x1 vs y on x1 x2. LR = 2*(LL_full - LL_restricted). Return LR.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen y = 2*x1 + 3*x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "lr_stat", "value": 248.67833 }, "tolerance": 12.4339165, "language": "stata" }, ...
dev
stata
p3_025
Perform a Monte Carlo simulation: generate 1000 samples of size 30 from N(0,1), compute the sample mean for each, and return the standard deviation of these means (should approximate 1/sqrt(30)).
[ { "id": "case_01", "setup_code": "clear\nset seed 12345", "expected_outputs": { "type": "scalar", "key": "mc_sd", "value": 0.19 }, "tolerance": 0.019000000000000003, "language": "stata" }, { "id": "case_02", "setup_code": "clear\nset seed 2024", "expected_ou...
dev
stata
p3_026
Calculate the Bayesian Information Criterion (BIC) for a regression model. BIC = n*ln(RSS/n) + k*ln(n). Return BIC.
[ { "id": "case_01", "setup_code": "clear\nset seed 333\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen y = x1 + x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "bic", "value": 21.99 }, "tolerance": 0.2, "language": "stata" }, { "id": "case_0...
dev
stata
p3_027
Perform stepwise regression with forward selection using p-value threshold 0.05. Start with y on nothing, potentially add x1, x2, x3. Return the number of variables selected.
[ { "id": "case_01", "setup_code": "clear\nset seed 444\nset obs 100\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen x3 = rnormal()\ngen y = 2*x1 + 3*x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "n_selected", "value": 2 }, "tolerance": 0.2, "language": "stata"...
dev
stata
p3_028
Estimate a LASSO regression using cvlasso or similar. Return the coefficient on x1 from the model with optimal lambda.
[ { "id": "case_01", "setup_code": "clear\nset seed 666\nset obs 200\ngen x1 = rnormal()\ngen x2 = rnormal()\ngen x3 = rnormal()\ngen x4 = rnormal()\ngen x5 = rnormal()\ngen y = 3*x1 + 2*x2 + rnormal()", "expected_outputs": { "type": "scalar", "key": "b_x1_lasso", "value": 3 }, "...
dev
stata
p3_029
Calculate the Sargan-Hansen J statistic for overidentification in a GMM/IV model. Return the J statistic.
[ { "id": "case_01", "setup_code": "clear\nset seed 777\nset obs 200\ngen z1 = rnormal()\ngen z2 = rnormal()\ngen z3 = rnormal()\ngen e = rnormal()\ngen x = z1 + z2 + z3 + 0.3*e\ngen y = 2*x + e", "expected_outputs": { "type": "scalar", "key": "j_stat", "value": 2.8 }, "tolerance...
dev
stata
p3_030
Estimate a fractional response model (fractional logit) for y in [0,1] on x. Use glm y x, family(binomial) link(logit). Return _b[x].
[ { "id": "case_01", "setup_code": "clear\nset seed 888\nset obs 200\ngen x = rnormal()\ngen ystar = invlogit(1 + 0.8*x)\ngen y = ystar + rnormal()*0.1\nreplace y = max(0.01, min(0.99, y))", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 0.739278 }, "tolerance":...
dev
stata
p3_031
Perform a permutation test for difference in means between two groups. Generate 1000 permutations and return the p-value.
[ { "id": "case_01", "setup_code": "clear\nset seed 999\ninput group y\n1 10\n1 12\n1 11\n1 13\n1 14\n2 15\n2 17\n2 16\n2 18\n2 19\nend", "expected_outputs": { "type": "scalar", "key": "perm_pval", "value": 0.008 }, "tolerance": 0.005, "language": "stata" }, { "id": "...
sacred
stata
p3_032
Calculate the Nelson-Aalen cumulative hazard estimate at time t=2. Return H(2).
[ { "id": "case_01", "setup_code": "clear\ninput t d\n0.5 1\n1.0 1\n1.5 1\n2.0 1\n2.5 0\n3.0 1\nend\nstset t, failure(d)", "expected_outputs": { "type": "scalar", "key": "H_t2", "value": 0.95 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "set...
sacred
stata
p3_033
Test for serial correlation in panel data residuals. First-difference y and x, regress D.y on D.x, get residuals, then regress residuals on lagged residuals with clustered standard errors. Return the F statistic from the final regression.
[ { "id": "case_01", "setup_code": "clear\nset seed 100\nset obs 300\ngen id = ceil(_n/10)\ngen time = mod(_n-1, 10) + 1\nxtset id time\ngen x = rnormal()\ngen e = rnormal()\nbysort id (time): replace e = 0.7*e[_n-1] + rnormal() if _n > 1\ngen y = 2*x + e", "expected_outputs": { "type": "scalar", ...
dev
stata
p3_034
Estimate a sample selection model (Heckman two-step). Selection equation: select on z, outcome equation: y on x. Return the coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 200\nset obs 500\ngen z = rnormal()\ngen x = rnormal()\ngen e1 = rnormal()\ngen e2 = 0.5*e1 + rnormal()*sqrt(0.75)\ngen select = (0.5*z + e1 > 0)\ngen ystar = 1 + 2*x + e2\ngen y = ystar if select", "expected_outputs": { "type": "scalar", "ke...
dev
stata
p3_035
Calculate the impulse response function: the effect of a one-unit shock to y1 on y2 after 3 periods in a VAR(1). Return IRF(3).
[ { "id": "case_01", "setup_code": "clear\nset seed 300\nset obs 200\ngen time = _n\ngen y1 = rnormal()\ngen y2 = 0\nforvalues i = 2/200 {\n qui replace y2 = 0.5*y1[_n-1] + 0.3*y2[_n-1] + rnormal() in `i'\n}\ntsset time", "expected_outputs": { "type": "scalar", "key": "irf_3", "value"...
dev
stata
p3_036
Perform an Im-Pesaran-Shin panel unit root test on variable y. Return the standardized Z-t-tilde-bar statistic (r(zttildebar)).
[ { "id": "case_01", "setup_code": "clear\nset seed 400\nset obs 500\ngen id = ceil(_n/50)\ngen time = mod(_n-1, 50) + 1\nxtset id time\ngen y = sum(rnormal())\nbysort id (time): replace y = sum(rnormal())", "expected_outputs": { "type": "scalar", "key": "r(zttildebar)", "value": 0.8 ...
dev
stata
p3_037
Estimate a control function approach for endogeneity. First stage: regress x on z to get residuals v. Second stage: regress y on x and v. Return coefficient on x.
[ { "id": "case_01", "setup_code": "clear\nset seed 500\nset obs 200\ngen z = rnormal()\ngen e = rnormal()\ngen x = z + 0.5*e\ngen y = 3*x + e", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 3 }, "tolerance": 0.01, "language": "stata" }, { "id": "ca...
sacred
stata
p3_038
Calculate the forecast error variance decomposition (FEVD): what fraction of y2's variance at horizon 4 is due to shocks in y1? Return the fraction.
[ { "id": "case_01", "setup_code": "clear\nset seed 600\nset obs 200\ngen time = _n\ngen y1 = 0\ngen y2 = 0\nforvalues i = 2/200 {\n qui replace y1 = 0.7*y1[_n-1] + rnormal() in `i'\n qui replace y2 = 0.3*y1[_n-1] + 0.5*y2[_n-1] + rnormal() in `i'\n}\ntsset time", "expected_outputs": { "type":...
sacred
stata
p3_039
Estimate average marginal effects (AME) after a probit regression. Return the AME for x.
[ { "id": "case_01", "setup_code": "clear\nset seed 700\nset obs 80\ngen x = rnormal()\ngen y = (x + rnormal() > 0)", "expected_outputs": { "type": "scalar", "key": "ame_x", "value": 0.36 }, "tolerance": 0.018, "language": "stata" }, { "id": "case_02", "setup_code...
dev
stata
p3_040
Calculate the Oaxaca-Blinder decomposition for wage gap between two groups. Return the explained portion of the gap.
[ { "id": "case_01", "setup_code": "clear\nset seed 800\nset obs 400\ngen group = (_n > 200)\ngen educ = 12 + 2*rnormal() + 2*group\ngen wage = 10 + 2*educ + rnormal() + 5*group", "expected_outputs": { "type": "scalar", "key": "explained", "value": 4 }, "tolerance": 0.4, "lan...
dev
stata
p3_041
Estimate a zero-inflated Poisson model for count data with excess zeros. Return the coefficient on x in the count equation.
[ { "id": "case_01", "setup_code": "clear\nset seed 900\nset obs 300\ngen x = rnormal()\ngen zero_inflate = (runiform() < 0.3)\ngen lambda = exp(1 + 0.5*x)\ngen y = cond(zero_inflate, 0, rpoisson(lambda))", "expected_outputs": { "type": "scalar", "key": "_b[x]", "value": 0.51 }, ...
dev
stata
p3_042
Estimate the treatment effect using difference-in-differences. The data has a treated unit and post-treatment period. Return the interaction coefficient as synth_effect.
[ { "id": "case_01", "setup_code": "clear\nset seed 111\nset obs 200\ngen unit = ceil(_n/20)\ngen time = mod(_n-1, 20) + 1\ngen treated_unit = (unit == 1)\ngen post = (time > 10)\ngen treat = treated_unit*post\ngen treat_effect = 5*treat\ngen y = unit + 0.1*time + treat_effect + rnormal()", "expected_outp...
dev
stata
p3_043
Calculate the heterogeneity parameter tau-squared in a meta-analysis using DerSimonian-Laird method. Return tau-squared.
[ { "id": "case_01", "setup_code": "clear\ninput effect se\n0.5 0.1\n0.6 0.12\n0.4 0.15\n0.7 0.08\n0.55 0.11\nend", "expected_outputs": { "type": "scalar", "key": "tau2", "value": 0.001229 }, "tolerance": 0.000001, "language": "stata" }, { "id": "case_02", "setup_...
sacred
stata
p3_044
Estimate a mixed-effects (multilevel) model with random intercepts by group. Return the variance of the random intercepts.
[ { "id": "case_01", "setup_code": "clear\nset seed 222\nset obs 300\ngen group = ceil(_n/10)\ngen x = rnormal()\nbysort group: gen u = rnormal()*2 if _n==1\nbysort group: replace u = u[1]\ngen y = 1 + 2*x + u + rnormal()", "expected_outputs": { "type": "scalar", "key": "var_u", "value":...
dev
stata
p3_045
Calculate the effective sample size for survey data with complex design (stratification and clustering). Return the design effect (DEFF).
[ { "id": "case_01", "setup_code": "clear\nset seed 333\nset obs 500\ngen strata = ceil(_n/100)\ngen cluster = ceil(_n/10)\ngen y = strata + cluster/10 + rnormal()\ngen pw = 1\nsvyset cluster [pw=pw], strata(strata)", "expected_outputs": { "type": "scalar", "key": "deff", "value": 0.16 ...
sacred
stata
p3_046
Compute the average treatment effect (ATE) as the difference in mean outcomes between treated (treat==1) and control (treat==0) groups, using only observations with non-missing y. Return mean(y|treat==1) - mean(y|treat==0).
[ { "id": "case_01", "setup_code": "clear\nset seed 444\nset obs 200\ngen treat = (_n > 100)\ngen y = 5 + 3*treat + rnormal()\nreplace y = . if runiform() < 0.2 & treat==1", "expected_outputs": { "type": "scalar", "key": "upper_bound", "value": 3.4 }, "tolerance": 0.3, "langu...
dev
stata
p3_047
Calculate the local Wald estimator (fuzzy RD) at threshold c=0. Instrument treatment D with indicator (x >= 0). Return LATE.
[ { "id": "case_01", "setup_code": "clear\nset seed 555\nset obs 300\ngen x = runiform(-2, 2)\ngen z = (x >= 0)\ngen comply = runiform() < (0.3 + 0.5*z)\ngen D = z * comply\ngen y = 1 + 4*D + 0.5*x + rnormal()", "expected_outputs": { "type": "scalar", "key": "late", "value": 5.0013049 ...
dev
stata
p3_048
Estimate a stochastic frontier model for production function with inefficiency. The data has y = 0.6*ln(x) + v - u where v is noise and u is inefficiency. Create lnx = log(x) and run frontier y lnx. Return the coefficient on lnx.
[ { "id": "case_01", "setup_code": "clear\nset seed 666\nset obs 200\ngen x = runiform(1, 10)\ngen v = rnormal()*0.2\ngen u = abs(rnormal())*0.3\ngen y = log(x^0.6) + v - u", "expected_outputs": { "type": "scalar", "key": "_b[lnx]", "value": 0.5862443 }, "tolerance": 0.0175873290...
dev
stata
p3_049
Calculate the Rosenbaum bounds for sensitivity analysis after propensity score matching. Use psmatch2 to match treat on x with outcome y, then use rbounds at Gamma=2. Return the upper bound p-value (sig+).
[ { "id": "case_01", "setup_code": "cap ssc install psmatch2, replace\ncap ssc install rbounds, replace\nclear\nset seed 777\nset obs 100\ngen x = rnormal()\ngen treat = (x + rnormal() > 0)\ngen y = 3*treat + x + rnormal()", "expected_outputs": { "type": "scalar", "key": "pval_upper_g2", ...
dev
stata
p3_050
Estimate a model with spatial dependence. Regress y on a spatial lag variable (y_neighbor) and x. Return the spatial lag coefficient as scalar rho.
[ { "id": "case_01", "setup_code": "clear\nset seed 888\nset obs 100\ngen id = _n\ngen x = rnormal()\ngen e = rnormal()\n* Simplified: use neighbor average as spatial lag\ngen y_neighbor = .\nforvalues i = 2/99 {\n local prev = `i' - 1\n local next = `i' + 1\n replace y_neighbor = (x[`prev'] + x[`nex...
dev
stata
End of preview. Expand in Data Studio

Stata Econometrics Benchmark

250 natural-language econometrics & statistics tasks, each solvable with a short Stata program and graded by executing the generated code against 1250 hidden numeric test cases (5 per problem). This is an execution-based benchmark: a solution is correct only if running it reproduces the expected numeric result within a per-case tolerance — not by string match.

At a glance

  • 250 problems, 1250 test cases (5 per problem)
  • Target language: Stata
  • Grading: execution-based, numeric comparison within per-case tolerance
  • Difficulty tiers: 109 dev (development/visible) + 141 sacred (held-out)
  • Topics: panel/FE regression, IV/2SLS, MLE, time series (VAR/IRF, unit roots), survival, matrix algebra, inequality & concentration indices, diagnostics (VIF, Durbin–Watson, Hausman, Chow), and more.

Schema

One JSON object per line. Problem-level fields:

field type description
id string Unique problem id (e.g. p2_001).
prompt string The task, in natural language. The model must return Stata code that solves it.
test_cases list 5 independent graded cases (see below).
tier string dev or sacred.
language string Always stata.

Each entry in test_cases:

field type description
id string Case id (case_01case_05).
setup_code string Stata code that prepares the data/state (e.g. input … end, xtset). Runs before the model's solution.
expected_outputs object { "type": "scalar", "key": <stata expression>, "value": <number> }.
tolerance float Max allowed absolute difference between the evaluated key and value.
language string Always stata.

Example

{
  "id": "p2_001",
  "prompt": "Run a fixed effects panel regression of y on x with entity fixed effects using xtreg. The data has panel structure with 'id' as the entity and 'time' as the time variable. Return the coefficient on x.",
  "test_cases": [
    {
      "id": "case_01",
      "setup_code": "clear\ninput id time x y\n1 1 1 5\n1 2 2 7\n1 3 3 9\n2 1 2 8\n2 2 3 10\n2 3 4 12\n3 1 1 6\n3 2 2 8\n3 3 3 10\nend\nxtset id time",
      "expected_outputs": {
        "type": "scalar",
        "key": "_b[x]",
        "value": 2.0
      },
      "tolerance": 1e-06,
      "language": "stata"
    },
    {
      "id": "case_02",
      "setup_code": "clear\ninput id time x y\n1 1 0 10\n1 2 1 13\n1 3 2 16\n2 1 1 5\n2 2 2 8\n2 3 3 11\nend\nxtset id time",
      "expected_outputs": {
        "type": "scalar",
        "key": "_b[x]",
        "value": 3.0
      },
      "tolerance": 1e-06,
      "language": "stata"
    }
  ],
  "tier": "sacred",
  "language": "stata"
}

How grading works

For each test case:

  1. Run setup_code (loads/constructs the dataset, sets the panel/time structure, etc.).
  2. Append and run the model's generated Stata solution.
  3. Evaluate the Stata expression in expected_outputs.key and compare it numerically to expected_outputs.value.
  4. The case passes iff abs(evaluated - value) <= tolerance.

A problem is typically scored as solved only when all 5 cases pass, which guards against solutions that hard-code one answer or overfit a single dataset.

Answer-key families

key is a Stata expression evaluated after the solution runs. The common families:

family meaning example
_b[...], _se[...] estimated coefficient / standard error from the last estimation _b[x]
r(...) r-class returned results (e.g. summarize, correlate) r(mean)
e(...) e-class estimation results e(N), e(r2)
result, named scalars a problem-specific scalar the solution must compute and store gini, hhi, F_chow, late

Observed key families in this release: r (435), _b (180), result (80), _se (25), e (20), hr_x (10), late (10), max_eigen (10), det_A (10), b_x (10), elem (10), hhi (5).

Tiers

  • dev (109) — intended for development, prompt iteration, and visible evaluation.
  • sacred (141) — held-out set kept separate from model development to give a cleaner generalization estimate.

Contamination note. This is a public release, so the sacred split is now on the open web and may eventually appear in pretraining corpora. Treat scores accordingly and prefer fresh/private problems for high-stakes leaderboard claims.

Usage

from datasets import load_dataset

ds = load_dataset("eltokh7/stata-econ-bench", split="test")
print(ds[0]["prompt"])
print(ds[0]["test_cases"][0]["expected_outputs"])  # {'type': 'scalar', 'key': '_b[x]', 'value': 2.0}

# Filter to held-out problems
sacred = ds.filter(lambda r: r["tier"] == "sacred")

Or read the raw JSONL directly:

import json
data = [json.loads(line) for line in open("stata_econ_bench.jsonl")]

You need a working Stata installation (batch mode) to actually grade generated solutions.

License

Released under CC-BY-4.0. If you use this benchmark, please credit the source.

@misc{stata_econ_bench,
  title  = {Stata Econometrics Benchmark},
  author = {Eltoukhy, Khaled},
  year   = {2026},
  howpublished = {Hugging Face Datasets},
  url    = {https://huggingface.co/datasets/eltokh7/stata-econ-bench}
}
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