Coding and Software
May 2017
Gtools
Faster (3-50x) implementation of collapse, reshape, xtile, tabstat, contract, egen, isid, winsor, levelsof, distinct, and more using C plugins.
Feb 2016
Stata and Big Data
Stata tips for working with large datasets, based on my presentation for Banco de Portual's 2022 Workshop on Empirical Research with Large Datasets.
I really like programming and it's proved to be very useful in my work and daily life. I keep several of my projects in my github page, and feedback is always welcome!
Joint Projects
- HonestDiD: Stata version of R's HonestDiD package (Rambachan and Roth, 2022).
- MulTE: Companion Stata package for Goldsmith-Pinkham, Hull, and Michal Kolesar (2022).
- staggered: Stata version of R's staggered package (Roth and Sant'Anna, 2023).
- pretrends: Stata version of R's pretrends package (Roth, 2022).
- alogit: Companion stata command for the model in Abaluck and Adams-Prassl (2021).
- stata_kernel: Cross-platform Jupyter kernel for Stata. (Maintainer.)
Stata Projects
- parquet: Import and export parquet files from Stata using Arrow's C++ API.
- power: Personal notes and Stata programs to aid in power analysis (parametric and simulation; clustering and stratification).
- diffiv: Fast implementation of Gandhi and Houde (2016) style instruments.
- shasum: Wrapper for OpenSSL implementation of various cryptographic hash functions (SHA1, etc.).
- mcmisc: Collection of miscellaneous Stata snippets and utilities.
- matrix-tools: Various utilities to work with Stata matrices.
Misc
- gmail-download: Download and sort all gmail e-mails into various formats using the Gmail API.
- gre-cli-words: Show a random GRE vocab word in the command line.
- highlight-sas-stata: Various implementations highlighting SAS and Stata (pygments, listings, highlight.js)