Stata 18 -

This is a deep-dive reference post for Stata 18, covering new features, core syntax, programming, and best practices. Designed for users who already know basics and want structured, advanced insights.

Heterogeneous DID with didregress

While didregress existed in Stata 17, Stata 18 expands it to handle: Stata 18

2. Causal Inference: The DID Revolution Continues

Difference-in-Differences is the workhorse of applied econometrics. Stata 18 delivers the most comprehensive DID toolkit available in any statistical software. This is a deep-dive reference post for Stata

If you are still using Stata 15 or 16, the gap is even larger. You are missing out on frames, heterogeneous DID, and the entire Bayesian expansion. If you are on Stata 17, the 18 upgrade delivers enough new features—especially PyStata and small-area estimation—to merit the time and budget. Recommendation : If you currently use Stata 17,

option to compare groups and automatically include p-values for differences. Visual Builder : Access the new Tables Builder via the menu

4.2 Bayesian multilevel with bayes: prefix

bayes, prior(sd): melogit outcome x1 x2 || cluster: x1
* Now can use any prior, any sampler
bayesmh y x1 x2, likelihood(normal) prior(y:, flat) ...

Recommendation: If you currently use Stata 17, the upgrade is valuable if you rely on DiD, Bayesian modeling, or dynamic reporting. If you use Stata 16 or older, upgrading to 18 is strongly advised for performance, features, and compatibility.