Dummy variable adjustment for missing values in Stata

This piece of code replicates Table 3.1 in Allison (2002).

clear
set seed 1

// Generate data
set obs 10000
drawnorm x z, ///
         corr(1, .5, 1) cstorage(lower) 
generate e = rnormal()
generate y = x + z + e

// Drop 1/2 of values from z
generate d = (runiform() > . 5)
generate zstar1 = z if d
replace  zstar1 = . if !d

// Substitute missing values
qui sum zstar1
generate zstar2 = zstar1
replace  zstar2 = r(mean) if !d

eststo clear
eststo: regress y x z
eststo: regress y x zstar1
eststo: regress y x zstar2 d

esttab using test.tex, b(2) not nostar nocons rename(zstar1 z zstar2 z) ///
        mtitles("Full data" "Listwise deletion" "Dummy variable adjustment") ///
        title(Regression in Simulated Data for Three Methods) replace booktabs 

Reference

Allison, Paul D. 2002. Missing Data. Sage. doi: 10.4135/9781412985079