This article presents the full econometric methodology underpinning the Witika Ordinary Least Squares regression suite for STATA, comprising two purpose-built estimation commands: witikacrossregression for cross-sectional data and witikatimeregression for time-series data, both developed by Fitzgerald Witika in 2026 under version 1.0.2. The suite extends STATA’s native reg command from a bare estimator into a complete empirical workflow that integrates pre-estimation diagnostics, full matrix-algebraic derivations of the Witika beta estimator, post-estimation specification testing, influential-observation analysis, multicollinearity assessment, standardized effect-size ranking, goodness-of-fit reporting, information-theoretic model selection criteria, Newey-West heteroskedasticity and autocorrelation consistent inference, structural break detection, CUSUM stability analysis, and a 35-chart visualization suite; all within a single command call. The theoretical derivations are presented in full matrix form, including the closed-form solution to the Witika normal equations, the hat matrix and annihilator matrix algebra, the sandwich covariance structures for robust and cluster-robust inference, and the spectral representations that underlie the time-series diagnostics. A systematic comparison against STATA’s native reg command demonstrates that the Witika framework delivers in one call what would otherwise require approximately twenty separate post-estimation commands.