Over on Twitter, Gray Kimbrough suggests using colour to indicate statistical significance/p-values instead of the traditional stars. This was part of a broader argument for Powerpoint over Beamer.

I much prefer Beamer to Powerpoint, and I knew it would be very easy to implement coloured cells in regression tables directly from Stata into LaTeX/beamer.

I use the wonderful estout to produce regression tables (and have modified it in the past) so here's how to produce the table above with one extra line in your do-file.

clear
sysuse auto

** This line generates a local named siggreen, defining significance with green opacity
local siggreen "star(\cellcolor{green!10} 0.10 \cellcolor{green!35} 0.05 \cellcolor{green!95} 0.01) nonotes"

** Run a few sample regressions
qui eststo: reg price foreign mpg weight
qui eststo: reg price foreign mpg weight turn
qui eststo: reg price foreign mpg weight turn gear_ratio displacement headroom

** Using esttab, produce the output with Enda's preferred options
esttab using myoutput.tex, replace booktabs nodepvars nomtitle se label ar2 `siggreen' title("Green Regression")

Then, to include that table into your TeX document:

\documentclass{article}
\usepackage[table]{xcolor}
\usepackage{booktabs}
\begin{document}
\input{myoutput}
\end{document} 

If you want to include this tables in your Beamer slides, see this post.

I've discussed in the past how to indicate statistical significance with colour rather than stars. Another concern people have about using Beamer is that it can be hard to squish results into one slide. In my opinion, that is solved very easily with my tinytable command.

\documentclass[xcolor={table}]{beamer}
\usepackage{booktabs}

\newcommand{\tinytable}[1]{\textcolor{black}{\tiny \input{#1} }}

\begin{document}
\begin{frame}
\frametitle{Fascinating}
\input{myoutput}
\end{frame}

\begin{frame}
\frametitle{Still fascinating, but smaller}
\tinytable{myoutput}
\end{frame}
\end{document} 

This generates the following:

Ever have the problem of Stata regression output being a little too wide? Worry no more.

I use Ben Jann's excellent esttab to export Stata regressions into LaTeX documents.

My only problem with esttab is that the tables can be too wide, i.e. wider than the width of the text in the PDF. So I made a few edits to esttab that automatically scale the tables to the text-width.

I have called this program estwide. You can download it here. As it is based on estout, Ben Jann should be considered a co-author. Click here to see an example of its effect. (If you wish to replicate the above example, you can download the associated do-file here and the TeX file here.)

To use estwide:
1. Make sure estout is installed. To do this, in Stata type ssc inst estout, replace
2. Save estwide.ado to the same folder that estout is now installed in. You can check the folder by typing which estout
3. Restart Stata.
4. Rather than exporting your tables using the esttab command, simply replace esttab with estwide, e.g. estwide using hello.tex, style(tex) replace
5. Make sure you have both the adjustbox and booktabs LaTeX packages installed.
6. Make sure you have called both of these packages up by including \usepackage{booktabs} and \usepackage{adjustbox} in the header of your LaTeX file.
7. Include your tables as normal. You can copy and paste the output into your TeX file, or have the tables update automatically when you make changes by using \input{myfilename}.

Update, September 2017: after some emails from people, I have two things to add. Firstly, estwide seems to work much better if you include a caption to the table.

Secondly, if you have a problem with the caption appearing on one page and the table itself on another, wrap the input in a LaTeX table. For example, this code works well for me:
\begin{table}[ht]
\input{myfilename}
\end{table}