Significance-Search
Installation
SKILL.md
Control Variable Search Skill
This skill generates a parallelised Stata .do file that:
- Enumerates all subsets of optional control variables via
tuples - Runs
reghdfe(or user-specified command) for each combination across N parallel Stata instances - Ranks combinations by |t| of the independent variable
- Reports Top 10 and runs the best combination regression
Important: This skill only generates the .do file. It does NOT execute it. Tell the user the output path and let them run it in Stata themselves.
What to collect from the user
Ask the user for the following. Items marked (required) must be provided; others have defaults.