I'm trying to mimic the design of this table:

Any advice?
In Order to mimic the design of this table, you will need:
booktabs for the horizontal lines (\cmidrule for the shortened versions; See here for bold lines)
multicolumn for the headings (e.g. for your first row \multicolum{5}{c}{\textbf{Model 1: Total sample})
siunitx for numbers aligned with their decimal points (see the S column), or numprint (n and N column types)
\textbf{} for bold text and \textit{} for italic text and/or
makecell to have a global formatting of specific cells, using its thead and makecell commands
arydashln for the dashed horizontal lines, though I think midruule from the booktabs package would look better.
caption for the bold caption (and search this side on how to achieve "Table F" instead of "Table 1.1"
Some time to typeset all this
Maybe you need packages like pgfplotstable if you like to input your data with .dat or .txt or .csv-files.
All of this packed in a tabular environment. If you are having concerns about the small ticks below the fourth horizontal line, you should write (or search for) an own question on this topic. However, the documentation of booktabs (Terminal - texdoc booktabs) shows easy and beautiful ways to go without such things.
multicolumn example, cf. the comments to the question.
– Torbjørn T.
May 06 '14 at 13:45
variable line are misplaced with respect to the numbers in their columns.
– Bernard
May 06 '14 at 14:02
S column with {\emph{coeff}} would be right, I guess.
– LaRiFaRi
May 06 '14 at 14:18
thead command, from makecell: you can declare globally font characteristics, alignment (vertical and horizontal) and vertical spacing in the preamble. Your didn't mention the arydshln package for the dashed line, though I suspect it was employed in place of a thinner line as booktabs provides.
– Bernard
May 06 '14 at 14:24
\multicolum{5}{c}{\textbf{Model 1: Total sample}will create a centered cell that spans five columns – Torbjørn T. May 06 '14 at 13:42