ENH: Add compression to stata exporters
Add standard compression optons to stata exporters

closes #26599

- [X] closes #26599
- [X] tests added / passed
- [X] passes `black pandas`
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Thanks @bashtage for the PR. if you merge master the np-dev ci failure should be resolved. Also a couple of lint failures. can you merge master thanks @bashtage 