Anyone know good introductory (but not too stupid!) books for Stata? We're going to the level of calculating Maximum Likelihood and doing the actual programming for it as well.
Hm, why do you need to maximise the likelihood manually? There should be a procedure to do it for you for every application I can think of.
Googling stata+book brings up quite a few titles. I'm more of an R and SAS person myself.
Because my professor is a horrible sadist. It's the only reason I can think of!
(well, actually, I think it's about leading us deeper into the internal workings of statistics, which might well be a good goal, though I personally think that due to the selection procedure of my programme, it's the wrong approach to actually make us into better scientists)
I've used STATA since the very first version. Probably the best thing to do is use the intro manual that comes with STATA. It is pretty comprehensive and gives you the basics about how certain commands work, syntax, etc. STATA is a very easy language to program eceonometric and survey analysis with, so the learning curve isn't too steep compared to software-bloated SAS.
I've generally used the manuals that you buy for the STATA version and they are pretty much all I've needed over the past 12 or so years.