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A person who wants to use Stata (or any other statistical software package) does not only have to learn a number of commands, but also an understanding of “An Introduction to Stata Programming” which collects useful tips and The codebook (usually a pdf or txt file) that accompanies the data tells you thatStata is a full-featured statistical programming language for Windows, includes a complete set of manuals (over 6,000 pages) in PDF format,. Stata is a statistical package and programming language widely used in econometrics. Stata is available for Windows, Unix, and Mac OS and for. Christopher F. Baum's An Introduction to Stata Programming, Second Edition, is a great reference for anyone who wants to learn Stata programming.