ENH: Add StataWriter 118 for unicode support

Add StataWriter with unicode support

doc/source/whatsnew/v1.0.0.rst

@@ -205,6 +205,7 @@ Other enhancements
   (:meth:`~DataFrame.to_parquet` / :func:`read_parquet`) using the `'pyarrow'` engine
   now preserve those data types with pyarrow >= 1.0.0 (:issue:`20612`).
 - The ``partition_cols`` argument in :meth:`DataFrame.to_parquet` now accepts a string (:issue:`27117`)
+- Added new writer for exporting Stata dta files in version 118, ``StataWriter118``.  This format supports exporting strings containing Unicode characters (:issue:`23573`)
 
 Build Changes
 ^^^^^^^^^^^^^

pandas/core/frame.py

@@ -1915,14 +1915,17 @@ def to_stata(
         >>> df.to_stata('animals.dta')  # doctest: +SKIP
         """
         kwargs = {}
-        if version not in (114, 117):
-            raise ValueError("Only formats 114 and 117 supported.")
+        if version not in (114, 117, 118):
+            raise ValueError("Only formats 114, 117 and 118 are supported.")
         if version == 114:
             if convert_strl is not None:
-                raise ValueError("strl support is only available when using format 117")
+                raise ValueError("strl is not supported in format 114")
             from pandas.io.stata import StataWriter as statawriter
         else:
-            from pandas.io.stata import StataWriter117 as statawriter
+            if version == 117:
+                from pandas.io.stata import StataWriter117 as statawriter
+            else:
+                from pandas.io.stata import StataWriter118 as statawriter
 
             kwargs["convert_strl"] = convert_strl