Stata is the preferred statistical software of many economists, although far from the only available.
Pricing varies by country, use, and the number of users. If your department doesn't have a Stata license and the price tag is too high for you, but you're feeling frustrated with the lack of power of Microsoft Excel, you might want to check out R.
General Stata Resources recommended by the Williams College Economics Department
- Alex Tabarrok's guide to Stata Resources. (Many of the links below are taken from this)
- Resources to Help you Learn and Use Stata, by UCLA Academic Technology Services.
- UCLA's "Stata Starter Kit". Good place for beginners to start.
- German Rodriguez's free Stata Tutorial. A good place to start for the basics.
- University of North Carolina Stata Tutorial.
- Proceedings of the Stata Users Group meetings.
- Stata's visual overview for creating graphs.
- London School of Economics "Introduction to Stata" course. Detailed class notes by Alexander C. Lembcke.
- London School of Economics "Advanced Stata" course. Detailed class notes by Alexander C. Lembcke.
- Books about Stata.
- Data Analysis Using Stata, 2nd Edition by Ulrich Kohler and Frauke Kreuter. Google books excerpt available here.
- Excellent advice from economists Matthew Gentzkow and Jesse Shapiro on how to write computer code in a language such as Stata is available here. This is what they give to their research assistants to teach them good coding practices. Every economics student should learn how to do this. Modern economic research is mostly about writing computer code.
- UCLA's "Stata Web Books": Regressions with Stata
- Includes comprehensive examples that you can follow along with, and several suggestions for books just on regression, if you really want to dive deeper