Add save_data command

[Xingtong-Jiang]

I'm opening this issue to incorporate the save_data command (in R / Stata / Python) into our template, per conversation here:

Xingtong: We currently don't have the save_data command in our new shell-based template, nor is it on the list of our next steps for improving the template. While it might not be a top priority, I guess this type of command can be very useful, at least in lab work. Do you think we should add the development of this kind of tool to our to-do list?

MG: Yes! We definitely want to keep using save_data. The actual command is written in R / Stata / Python so it shouldn't require any new work, right? We'll just need to bundle the commands into the template so users have them handy? I think it would be natural to include them in /examples/stata/, /examples/R/, etc. and direct the user to move them to /lib/stata/, /lib/R/, etc.

The following needs to be done:

• Move the save_data command to appropriate locations in /examples/.
• Test that the save_data command (written in R / Stata / Python) works properly.
• Update the Wiki to direct users to move the scripts to /lib/ if needed.

I'm assigning myself to work on this.

cc: @ShiqiYang2022 @lucamlouzada

[lucamlouzada]

Per offline discussion with @Xingtong-Jiang, I'll work on this issue