diff --git a/samples/Stata/regress_example.do b/samples/Stata/regress_example.do
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+* Setup
+sysuse auto
+
+* Fit a linear regression
+regress mpg weight foreign
+
+* Fit a better linear regression, from a physics standpoint
+gen gp100m = 100/mpg
+regress gp100m weight foreign
+
+* Obtain beta coefficients without refitting model
+regress, beta
+
+* Suppress intercept term
+regress weight length, noconstant
+
+* Model already has constant
+regress weight length bn.foreign, hascons