A. Colin Cameron and Pravin K. Trivedi

   Two volumes, 1500+ pages
Revised Edition (2010)
Stata Press, 706 pages.
Original Edition (2009)
Stata Press, 692 pages.

Revised edition

Front cover
NEW: A Second Edition was sent to Stata Press for production in November 2020.
APRIL UPDATE: The book is still in production. The book includes coverage of Stata 17 (released April 2021).

Detailed Table of Contents for 2021 forthcoming Second Edition

This second edition covers over ten years of both enhancements to Stata and developments in the methods most commonly-used in empirical microeconometrics analysis. Our target user base consists of practitioners of applied microeconometrics, and the focus of the book remains the use of linear and nonlinear regression methods for cross-section and short panel data. We have attempted to not only update our previous coverage to bring it in line with newer tools in the latest edition (version 17) of Stata but also to bring into the book many topics and methods that are now actively studied and increasingly used in applied microeconometrics.
The new edition is much expanded (around 1,500 pages) and is split into two volumes.
To assist the reader we have provided numerous cross-references and a much lengthier subject index.
The first volume (chapters 1-15) focuses on the linear regression model as well as providing a brief introduction to nonlinear regression models.
This volume is an expanded version of chapters 1-10, and 12-13 and the appendices of the First and Revised Editions. In places there is greater explanation of underlying methods than in earlier editions, and much of the first volume is intended to be suitable for an advanced undergraduate course in addition to serving graduate students and researchers.
The second volume (chapters 16-30) covers the standard nonlinear models, chapters 11 and 14-18 of the earlier editions, as well as more advanced and more recent material. In addition to updated versions of existing chapters, the second volume includes new chapters on duration models, treatment effects in randomized control trials, treatment effects with endogenous treatments, parametric models for endogeneity and heterogeneity, spatial regression, semiparametric regression, machine learning and prediction, and Bayesian methods.

1.  Stata basics
2.  Data management and graphics
3.  Linear regression basics
4.  Linear regression extensions
5.  Simulation
6.  Linear regression with correlated errors
7.  Linear instrumental variables regression
8.  Linear panel-data models: Basics
9.  Linear panel-data models: Extensions
10. Introduction to nonlinear regression
11. Tests of hypotheses and model selection
12. Bootstrap methods
13. Nonlinear regression methods
14. Flexible regression: finite mixtures and nonparametric
15. Quantile regression
Appx.A: Programming in Stata
Appx.B: Mata      

16. Nonlinear optimization methods
17. Binary outcome models
18. Multinomial models
19. Tobit and selection models
20. Count-data models
21. Survival analysis for duration data
22. Nonlinear panel models
23. Parametric models for heterogeneity and endogeneity
24. RCTs and exogenous treatment effects
25. Endogenous treatment effects
26. Spatial regression
27. Semiparametric regression
28. Machine learning for prediction and inference
29. Bayesian methods: basics
30. Bayesian methods: MCMC algorithms 
Appx.C: Optimization in Mata
Ex Comm Min 5/13/96
Ex Comm Min 5/13/96 The 2010 revised edition can be obtained from:

(September 2, 2011)

(March 4, 2010) for Stata 11

(December, 2008) for Stata 10.1 (and still fine for Stata 11)

CHAPTER OUTLINE (Original edition and Revised edition)

     Original / Revised
Page     1       1       1.  Stata Basics

Page   29     31       2.  Data Management and Graphics
Page   71     73       3.  Linear Regression Basics
Page 113   119       4.  Simulation
Page 147   153       5.  GLS Regression
Page 171   177       6.  Linear Instrumental Variables Regression
Page 205   211       7.  Quantile Regression
Page 229   235       8.  Linear Panel Models: Basics
Page 281   287       9.  Linear Panel Models: Extensions
Page 313   319     10.  Nonlinear Regression Methods
Page 351   363     11.  Nonlinear Optimization Methods
Page 385   399     12.  Testing Methods
Page 415   429     13.  Bootstrap Methods
Page 445   459     14.  Binary Outcome Models
Page 477   491     15.  Multinomial Models
Page 521   535     16.  Tobit and Selection Models
Page 553   567     17.  Count Data Models
Page 601   615     18.  Nonlinear Panel Models
Page 633   645      A.  Programming in Stata
Page 647   661      B.  Mata
Page 661   675            Glossary of Abreviations, References, Author Index, Subject Index`


The datasets and programs for all chapters are easily downloaded from the Stata book website
Book website for Revised edition: includes All Programs and Data and detailed Table of Contents

The same Stata datasets are also given individually below

A. Colin Cameron / University of California - Davis / http://www.econ.ucdavis.edu/faculty/cameron
Pravin K. Trivedi / Indiana University - Bloomington /