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, revised edition 2010), "Microeconometrics using Stata", Stata Press,
  focuses on use of Stata for modern regression analysis of cross-section and panel data.
  All the original edition programs (in Stata 10.1) and datasets are available for easy download.
  All the revised edition programs (in Stata 11) and datasets are available for easy download: UNDER CONSTRUCTION.
  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/
  
  
• The web blog Marginal Revolution suggests some Stata Resources at
  http://www.marginalrevolution.com/marginalrevolution/2011/01/stata-resources.html
  
  
• 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/