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There are many resources available to learn more about Stata, both online and in print.
Stata has an excellent website at http://www.stata.com. Among other things you will find that they make available online all datasets used in the official documentation, that they publish a journal called Stata Journal, and that they have an excellent bookstore with texts on Stata and related statistical subjects. Stata also offers email and web-based training courses called NetCourses, see http://www.stata.com/info/products/netcourse/.
There is an independent listserv maintained by Marcello Pagano at the Harvard School of Public Health, where you can post questions and receive prompt and knowledgeable answers from other users. (Quite often from the indefatigable and extremely knowledgeable Nicholas Cox, who deserves special recognition for his service to the user community.) For detailed instructions on how to join the list see http://www.stata.com/support/statalist/ and follow the link to subscribe. The postings are archived by Stata, Harvard University and Yahoo. Stata also maintains a list of frequently asked questions (FAQ) classified by topic, see http://www.stata.com/support/faqs/.
UCLA maintains an excellent Stata portal at http://statcomp.ats.ucla.edu/stata/, with many useful links, including a list of resources to help you learn and stay up-to-date with Stata at http://www.ats.ucla.edu/stat/stata/. Don't miss their starter kit, which includes "class notes with movies", a set of instructional materials that combine class notes with movies you can view on the web, and their links by topic, which provides how-to guidance for common tasks. There are also more advanced learning modules, some with movies as well, and comparisons of Stata with other packages such as SAS and SPSS.
The Stata documentation has been growing
with each version and now comes in a set of 15 volumes! The base
reference set consists of a three-volume Base Reference Manual, separate volumes
on Data Management and Graphics, a User's Guide, a Quick Reference and Index,
and Getting Started with Stata, which has platform-specific versions for
Windows, Macintosh and Unix. (The 8-volume bundle sells for $275.) Some
statistical subjects that may be important to you are described in five separate manuals, dealing with
Longitudinal/Panel Data, Multivariate Statistics, Survey Data, Survival Analysis
and Epidemiological Tables, and Times Series. Two more volumes of interest to
programmers, particularly those seeking to extend Stata's capabilities, deal
with
Programming and with Mata, Stata's new matrix programming language. (The 15-volume complete documentation set is now $495.)
Some of the books on Stata that I particularly like are Sophia Rabe-Hesketh and Brian Everitt's A Handbook of Statistical Analyses using Stata, Lawrence Hamilton's Statistics with Stata, and Scott Long and Jeremy Freese's Regression Models for Categorical Dependent Variables Using Stata. All three books were updated when version 8 was released, and include tutorials introducing Stata. Section 2.10 of the book by Long and Freese is a set of recommended practices that should be read and followed faithfully by every aspiring Stata programmer. Another book I like is Michael Mitchell's excellent A Visual Guide to Stata Graphics, which was written specially to introduce the new graphs in version 8. Two useful (but more specialized) references written by the developers of Stata are An Introduction to Survival Analysis Using Stata (Revised Edition), by Mario Cleves, William Gould and Roberto Gutierrez, and Maximum Likelihood Estimation with Stata (2nd Ed) by William Gould, Jeffrey Pitblado, and William Sribney.