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I do this in two parts. First I loop through to make valid theoretical Stata names in mata here, but that doesn't check reserved names, which I do later on here.
You can just do this in one step, though, because strtoname() is also a regular Stata function. So you can run strtoname, check for conflicts, and rename appropriately. I just added a counter (1, 2, 3, etc.).
I.e. you can't name a variable
float
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