Stata:

• A very brief introduction to Getting started in Windows Stata is: stataintro.html
  
  
• A good web source for how to use Stata is: http://www.ats.ucla.edu/stat/stata/
  
  
• The American Economic Association has developed a site on how to use Stata (as well as LIMDEP and SAS).
  See http://www.vanderbilt.edu/AEA/AEACEE/Econometrics_Handbook/index.htm
  

• The text A.Colin Cameron and Pravin K. Trivedi (2009), "Microeconometrics using Stata", Stata Press
  focuses on use of Stata for modern regression analysis of cross-section and panel data.
  All the book programs (in Stata 10) and datasets are available for easy download.
  See http://cameron.econ.ucdavis.edu/musbook/mus.html
  

• The text A. Colin Cameron and Pravin K. Trivedi (2005), "Microeconomettrics: Methods and Applications", Cambridge University Press
  focuses more on methods with applications.
  This uses mostly Stata 8 and all the book programs and datasets are available for download.
  See http://cameron.econ.ucdavis.edu/mmabook/mmaprograms.html

• In October 1999 I wrote up on-line help files on getting started in Stata.
  This uses mostly Stata 7.
  See  http://cameron.econ.ucdavis.edu/stata/stata1999.html

• Several other books on regression methods using Stata have been produced by Stata Press.
  See  http://www.stata-press.com/books/
  
  
• Some talks at Stata User's group meetings are posted. See http://stata.com/meeting/
  This includes talks by me:
  Estimating user-defined nonlinear regression models in Stata and in Mata:  cameronwcsug2008.pdf
  Panel data methods for microeconmetrics using Stata: Updated version is trpanel.pdf  
  

A. Colin Cameron / UC-Davis Economics / http://www.cameron.econ.ucdavis.edu/