In Stata, you have local and global macros that can encapsulate all sorts of specific text: names of variables, constant values, even entire chunks of Stata code. Stata will interpret macros as soon as you invoke them, so that if you define

local thedata sysuse auto
local themodel regress mpg foreign weight


you can simply call

thedata'
themodel'


You can also chain or nest local macros. It makes for a little extra work and produces code that’s a little harder to read, but using macros is the best way to ensure code consistency, so it’s a good thing to get used to them.

One neat feature of macros is that you can delay their substitution with backslashes. This allows you to nest macros in a very specific way. Let’s expand on the example above. You could have defined the macro model’ as a nested one:

local rhs foreign weight
local model regress mpg rhs'


From your standpoint, the local rhs' is nested inside the local model’. Stata does not care, because as soon as you have it read “rhs'", it substitutes "foreign weight". From its standpoint, this model’ is identical to what the previous definition would have generated: the string “regress mpg foreign weight”. But now suppose that you need a little flexibility in what should go in the right-hand side of this regression equation: suppose that headroom might also matter to fuel economy, presumably because gains in headroom come at a cost in aerodynamics. You could do this:

local rhs1 foreign weight


Then you could do

local model regress mpg rhs1'
model'
local model regress mpg rhs2'
model'


You have to redefine the local model' twice because Stata substitutes the values of rhs1’ and rhs2' as soon as you invoke them. There's a way around that. You could nest rhs’ into the definition of model’ with a delayed, as opposed to immediate substitution, using a backslash, and only change its content when needed:

local model regress mpg \rhs'
local rhs foreign weight
model'
model'


Delayed substitution is elegant. It lets you nest macros using their names as placeholders, and have Stata fill them in only when they are needed. Here’s one final working demo that shows you how you can use delayed macro substitution in program definitions:

capture prog drop myDemo
program myDemo

syntax anything

local displaythis "Argument \i' is \addthis'"

local argct: list sizeof anything
forvalues i=1/argct' {
local addthis: word i' of anything'
di "displaythis'"
}

end

myDemo three blind mice