Applicable to small samples only? Not at all. The results you show contradict that, with regressions for 400000 observations.
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tempname anees_uroot tempfile unitroots postfile `anees_uroot' str12 name dfuller_statistic dfuller_pvalue dfuller_lags using `unitroots' foreach var of varlist backward_total regulatory_distance { xtunitroot fisher `var', dfuller lags(1) demean trend local dfuller_statistic = r(Zt) xtunitroot fisher `var', dfuller lags(1) demean trend local dfuller_pvalue = r(p) xtunitroot fisher `var', dfuller lags(1) demean trend local dfuller_lags = r(lags) post `anees_uroot' ("`var'") (`dfuller_statistic') (`dfuller_pvalue') (`dfuller_lags') }
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