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I know of Cameron and Trivedi's Microeconometrics Using Stata.

What are other good texts for learning Stata?

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I am tempted to say "R for Stata users", but I would get voted down for this :) – Tal Galili Jul 28 '10 at 19:19

7 Answers

up vote 2 down vote accepted

The UCLA resource listed by Stephen Turner (above) are excellent if you just want to apply methods you're already familiar with using Stata.

If you're looking for textbooks which teach you statistics/econometrics while using Stata then these are solid recommendations (but it depends at what level you're looking at):

Introductory Methods An Introduction to Modern Econometrics Using Stata by Chris Baum Introduction to Econometrics by Chris Dougherty

Advanced/Specialised Methods Multilevel and Longitudinal Modeling Using Stata by Rabe-Hesketh and Skrondal Regression Models for Categorical Dependent Variables Using Stata by Long and Freese

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In referring to other questions, don't say "above" or "below" as the order can change depending on votes or whether the answer is accepted, for example. – Rob Hyndman Jul 30 '10 at 11:33
Baum's book is neither a real introduction to econometrics nor a real introduction to Stata. Somewhat disappointing ... – user5644 Nov 7 '11 at 21:46

UCLA has the best free resources you'll find anywhere.

http://www.ats.ucla.edu/stat/stata/

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I have done very well with reading the official documentation. It is well-written, sometimes injected with humour (!) and, if you're willing to spend the time to learn Stata properly, is an absolute goldmine.

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Alex Tabarrok posted a great list of resources here on marginalrevolution.com

Gabriel Rossman shares a good introductory guide here.

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There are couple of good links with introductory material at Princton Uni Library website.

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I have listed some resources on my Stata page. It includes links to the UCLA and Princeton tutorials, as well as a few more resources in several formats. The "Stata Guide" document, which is very much a work in progress at that stage, is my personal contribution.

One of the fantastic things about Stata is the wealth of online and offline documentation, but never forget that the first resource to learn Stata is the very good set of documentation pages that you can access right away from Stata through the help command (also available online).

If you prefer using books, Alan Acock's A Gentle Introduction to Stata combined with Lawrence Hamilton's Statistics with Stata will get you at a fairly high level of proficiency. You might then add a third book (like Long and Freese's excellent handbook) focused on a special research interest.

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I recommend the Stata Press series. I'd especially recommend the Programming in Stata text as a primer to doing your own work.

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