Stata:

• A good web source for how to use Stata is: http://www.ats.ucla.edu/stat/stata/

• The text A.Colin Cameron and Pravin K. Trivedi (2008), "Microeconometrics using Stata", Stata Press
  focuses on use of Stata for modern regression analysis of cross-section and panel data.
  This uses Stata 10 and all the book programs and datasets are available for 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/
  

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