My current approach is first reading the .dta in R, exporting as csv, and then reading the .csv in Mathematica. I wish I could import directly.
Is this possible?
If you now look at rf, you will see that it has three parts, including an evocative second part with the header RData. If we then try this:
Transpose[List @@ rf[[2]]]
We get something that sure looks like the data you want.
I don’t vouch that this is (a) the best way or (b) works for all forms of .dta files (about which I know nothing), but since R knows what to do with .dta files and Mathematica now speaks to R, why not put the two together?
I think Seth is right - it is a good idea to use R link. Same idea but more generally can be found here - togethere with a few other ones: Convert dta file to CSV