哇！Stata 书库来袭！

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导言： 本文介绍了 29 本经典 Stata 书籍 (多数提供 PDF 链接)，涵盖了社会科学、经济、金融、管理等学科中使用的主流方法。

作者：卢家锐 (吉林大学) | 连玉君 (知乎 | 简书 | 码云 | github)

目前，学习 Stata 的资源已经非常丰富了。

在【 Stata 连享会: Stata 帮助和网络资源汇总】 文中，我们对 Stata 的网络资源进行了总体性的介绍。

本文重点介绍 Stata Press 网站上列出的书籍（书名中通常以 xxx using Stata字样），其中，英文著作已经有 29 本，涵盖了社会科学、经济、金融、管理等学科中使用的主流方法。

为方便大家学习，现把官网该书籍整理出来，并附上目前从网络中可以搜索到的 PDF 链接，以方便各位的学习。

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Stata 寒假班 报名中……
连玉君主讲，2018年1月13日-21日，北京）

Stata初级班 ｜ Stata高级班  |  Stata全程班

1. Stata 入门

经典入门参考：A Gentle Introduction to Stata

书籍介绍：Alan C. Acock’s A Gentle Introduction to Stata , Fifth Edition is aimed at new Stata users who want to become proficient in Stata. After reading this introductory text, new users will be able not only to use Stata well but also to learn new aspects of Stata .
出版年份：2016
版本信息：第五版
PDF 链接

回顾 Stata 历史：Thirty Years with Stata : A Retrospective

书籍介绍：This volume is a sometimes serious and sometimes whimsical retrospective of Stata , its development, and its use over the last 30 years.
出版年份：2015
版本信息：第一版

理解 Stata 的一些建议：One Hundred Nineteen Stata Tips

书籍介绍：One Hundred Nineteen Stata Tips provides concise and insightful notes about commands, features, and tricks that will help you obtain a deeper understanding of Stata. The book comprises the contributions of the Stata community that have appeared in the Stata Journal since 2003.
出版年份：2014
版本信息：第三版
PDF 链接

2. Stata 数据分析

数据分析入门： Data Analysis Using Stata

书籍介绍：Data Analysis Using Stata, Third Edition has been completely revamped to reflect the capabilities of Stata 12. This book will appeal to those just learning statistics and Stata , as well as to the many users who are switching to Stata from other packages. Throughout the book, Kohler and Kreuter show examples using data from the German Socio-Economic Panel, a large survey of households containing demographic, income, employment, and other key information.
出版年份：2012
版本信息：第三版
PDF 链接

数据分析策略：The Workflow of Data Analysis Using Stata

书籍介绍： The Workflow of Data Analysis Using Stata, by J. Scott Long, is an essential productivity tool for data analysts. Aimed at anyone who analyzes data, this book presents an effective strategy for designing and doing data-analytic projects.
出版年份：2009
版本信息：第一版
PDF 链接

数据管理： Data Management Using Stata

书籍介绍：Michael N. Mitchell’s Data Management Using Stata comprehensively covers data-management tasks, from those a beginning statistician would need to those hard-to-verbalize tasks that can confound an experienced user. Mitchell does this all in simple language with illustrative examples.
出版年份：2010
版本信息：第一版
PDF 链接

Meta分析：Meta-Analysis in Stata : An Updated Collection from the Stata Journal

书籍介绍： Stata has some of the best statistical tools available for doing meta-analysis. The unusual thing about these tools is that none of them are part of official Stata , so you will not find them in the Stata documentation. They are all contributed and documented by researchers in the field who also happen to be proficient Stata developers.
出版年份：2016
版本信息：第二版
PDF 链接

数据分析和可重复性：An Introduction to Stata for Health Researchers

书籍介绍：Svend Juul and Morten Frydenberg’s An Introduction to Stata for Health Researchers, Fourth Edition is distinguished in its careful attention to detail. The reader will learn not only the skills for statistical analysis but also the skills to make the analysis reproducible. The authors use a friendly, down-to-earth tone and include tips gained from a lifetime of collaboration and consulting.
出版年份：2014
版本信息：第四版

3. Stata 绘图

绘图入门指南：A Visual Guide to Stata Graphics

书籍介绍：The book retains its visual style, presenting the reader with a color-coded, visual table of contents that runs along the right edge of every page and shows readers exactly where they are in the book. You can see the color-coded chapter tabs without opening the book, providing quick visual access to each chapter.
出版年份：2012
版本信息：第三版
PDF 链接

绘图进阶：Speaking Stata Graphics

书籍介绍：Speaking Stata Graphics is ideal for researchers who want to produce effective, publication-quality graphs. A compilation of articles from the popular “Speaking Stata ” column by Nicholas J. Cox, this book provides valuable insights about Stata ‘s built-in and user-written statistical-graphics commands.
出版年份：2014
版本信息：第一版

4. Stata 程序

Stata 程序介绍：An Introduction to Stata Programming

书籍介绍：Christopher Baum’s An Introduction to Stata Programming is worthwhile for anyone wanting to learn about programming in Stata. For the beginner, Baum assumes only that the user is familiar with Stata , and so he builds up accordingly. For the more advanced Stata programmer, the book introduces Stata ’s Mata programming language and provides optimization tips for day-to-day work.
出版年份：2016
版本信息：第二版
PDF 链接

5. Stata 复杂模型系类

结构方程：Discovering Structural Equation Modeling Using Stata

书籍介绍： Discovering Structural Equation Modeling Using Stata, Revised Edition, by Alan Acock, successfully introduces both the statistical principles involved in structural equation modeling (SEM) and the use of Stata to fit these models. The book uses an application-based approach to teaching SEM. Acock demonstrates how to fit a wide variety of models that fall within the SEM framework and provides datasets that enable the reader to follow along with each example. As each type of model is discussed, concepts such as identification, handling of missing data, model evaluation, and interpretation are covered in detail.
出版年份：2013
版本信息：修订版
PDF 链接

离散选择模型：Regression Models for Categorical Dependent Variables Using Stata

书籍介绍：Regression Models for Categorical Dependent Variables Using Stata, Third Edition, by J. Scott Long and Jeremy Freese, is an essential reference for those who use Stata to fit and interpret regression models for categorical data. Although regression models for categorical dependent variables are common, few texts explain how to interpret such models; this text decisively fills the void.
出版年份：2014
版本信息：第三版
PDF 链接

时间序列分析：Introduction to Time Series Using Stata

书籍介绍：Introduction to Time Series Using Stata, by Sean Becketti, provides a practical guide to working with time-series data using Stata and will appeal to a broad range of users. The many examples, concise explanations that focus on intuition, and useful tips based on the author’s decades of experience using time-series methods make the book insightful not just for academic users but also for practitioners in industry and government.
出版年份：2013
版本信息：第一版
PDF 链接

回归模型的解释和可视化：Interpreting and Visualizing Regression Models Using Stata

书籍介绍：Michael Mitchell’s Interpreting and Visualizing Regression Models Using Stata is a clear treatment of how to carefully present results from model-fitting in a wide variety of settings. It is a boon to anyone who has to present the tangible meaning of a complex model in a clear fashion, regardless of the audience. As an example, many experienced researchers start to squirm when asked to give a simple explanation of the practical meaning of interactions in nonlinear models such as logistic regression. The techniques presented in Mitchell’s book make answering those questions easy. The overarching theme of the book is that graphs make interpreting even the most complicated models containing interaction terms, categorical variables, and other intricacies straightforward.
出版年份：2012
版本信息：第一版

生存分析：An Introduction to Survival Analysis Using Stata

书籍介绍：An Introduction to Survival Analysis Using Stata, Third Edition is the ideal tutorial for professional data analysts who want to learn survival analysis for the first time or who are well versed in survival analysis but are not as dexterous in using Stata to analyze survival data. This text also serves as a valuable reference to those readers who already have experience using Stata ’s survival analysis routines.
出版年份：2016
版本信息：第三版
PDF 链接

广义线性混合模型：Multilevel and Longitudinal Modeling Using Stata

书籍介绍：Multilevel and Longitudinal Modeling Using Stata, Third Edition, by Sophia Rabe-Hesketh and Anders Skrondal, looks specifically at Stata ’s treatment of generalized linear mixed models, also known as multilevel or hierarchical models. These models are “mixed” because they allow fixed and random effects, and they are “generalized” because they are appropriate for continuous Gaussian responses as well as binary, count, and other types of limited dependent variables.
出版年份：2012
版本信息：第三版
PDF 卷一 链接
PDF 卷二 链接

生存分析进阶：Flexible Parametric Survival Analysis Using Stata : Beyond the Cox Model

书籍介绍：Flexible Parametric Survival Analysis Using Stata : Beyond the Cox Model is concerned with obtaining a compromise between Cox and parametric models that retains the desired features of both types of models. The book is aimed at researchers who are familiar with the basic concepts of survival analysis and with the stcox and streg commands in Stata . As such, it is an excellent complement to An Introduction to Survival Analysis Using Stata by Cleves, Gould, Gutierrez, and Marchenko.
出版年份：2011
版本信息：第一版
PDF 链接

最大似然估计：Maximum Likelihood Estimation with Stata

书籍介绍：Maximum Likelihood Estimation with Stata, Fourth Edition is the essential reference and guide for researchers in all disciplines who wish to write maximum likelihood (ML) estimators in Stata. Beyond providing comprehensive coverage of Stata ’s ml command for writing ML estimators, the book presents an overview of the underpinnings of maximum likelihood and how to think about ML estimation.
出版年份：2010
版本信息：第四版
PDF 链接

贝叶斯分析：Bayesian Analysis with Stata

书籍介绍：Bayesian Analysis with Stata is a complete guide to using Stata for Bayesian analysis. It contains just enough theoretical and foundational material to be useful to all levels of users interested in Bayesian statistics, from neophytes to aficionados.
出版年份：2014
版本信息：第一版

广义线性模型：Generalized Linear Models and Extensions

书籍介绍：Generalized linear models (GLMs) extend linear regression to models with a non-Gaussian, or even discrete, response. GLM theory is predicated on the exponential family of distributions—a class so rich that it includes the commonly used logit, probit, and Poisson models. Although one can fit these models in Stata by using specialized commands (for example, logit for logit models), fitting them as GLMs with Stata ’s glm command offers some advantages. For example, model diagnostics may be calculated and interpreted similarly regardless of the assumed distribution.
出版年份：2012
版本信息：第三版

6. Stata 与学科联系

在计量经济学中应用： An Introduction to Modern Econometrics Using Stata

书籍介绍：An Introduction to Modern Econometrics Using Stata, by Christopher F. Baum, successfully bridges the gap between learning econometrics and learning how to use Stata. The book presents a contemporary approach to econometrics, emphasizing the role of method-of-moments estimators, hypothesis testing, and specification analysis while providing practical examples showing how the theory is applied to real datasets by using Stata .
出版年份：2006
版本信息：修订版
PDF 链接

在金融计量中应用（主要是时间序列）：Financial Econometrics Using Stata

书籍介绍：Financial Econometrics Using Stata by Simona Boffelli and Giovanni Urga provides an excellent introduction to time-series analysis and how to do it in Stata for financial economists. Aimed at researchers, graduate students, and industry practitioners, this book introduces readers to widely used methods, shows them how to perform these methods in Stata , and illustrates how to interpret the results.
出版年份：2016
版本信息：第一版

在行为科学中应用： Stata for the Behavioral Sciences

书籍介绍： Stata for the Behavioral Sciences, by Michael Mitchell, is the ideal reference for researchers using Stata to fit ANOVA models and other models commonly applied to behavioral science data. Drawing on his education in psychology and his experience in consulting, Mitchell uses terminology and examples familiar to the reader as he demonstrates how to fit a variety of models, how to interpret results, how to understand simple and interaction effects, and how to explore results graphically.
出版年份：2015
版本信息：第一版

在微观计量经济学中应用：Microeconometrics Using Stata

书籍介绍：Microeconometrics Using Stata, Revised Edition, by A. Colin Cameron and Pravin K. Trivedi, is an outstanding introduction to microeconometrics and how to do microeconometric research using Stata. Aimed at students and researchers, this book covers topics left out of microeconometrics textbooks and omitted from basic introductions to Stata . Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in  Stata .
出版年份：2010
版本信息：第一版
PDF 链接

在健康计量经济学中应用（如分析卫生保健数据）：Health Econometrics Using Stata

书籍介绍：Health Econometrics Using Stata by Partha Deb, Edward C. Norton, and Willard G. Manning provides an excellent overview of the methods used to analyze data on healthcare expenditure and use. Aimed at researchers, graduate students, and practitioners, this book introduces readers to widely used methods, shows them how to perform these methods in Stata , and illustrates how to interpret the results. Each method is discussed in the context of an example using an extract from the Medical Expenditure Panel Survey.
出版年份：2017
版本信息：第一版

6. Stata 法语系类

统计、绘图、编程（较全）： Stata par la pratique : statistiques, graphiques et éléments de programmation

书籍介绍：Stata par la pratique par Eric Cahuzac et Christophe Bontemps propose une introduction complète à l’usage de Stata en Français. S’appuyant sur des exemples clairs écrits dans un langage simple, cet ouvrage guide l’utilisateur au travers des différentes fonctionnalités de Stata 10. L’ensemble des outils nécessaires à un travail sur données est abordé : exploration des données, statistiques descriptives, modélisation, inférence, tests, graphiques, ainsi que les sorties pour publication. En outre, l’ouvrage inclut également une introduction à la programmation et propose des extraits de code utiles pour résoudre les problèmes fréquemment rencontrés par les utilisateurs. Il contient le matériel essentiel pour transformer le débutant en expert, la clarté de l’ouvrage rendant ce processus particulièrement rapide.
出版年份：2008
版本信息：修订版

Stata 软件入门：Probabilité et Statistique pour les Sciences de la Santé: Apprentissage au Moyen du Logiciel Stata

书籍介绍：Probabilité et Statistique pour les Sciences de la Santé: Apprentissage au Moyen du Logiciel Stata, par Patrick Taffé, se veut un livre différent de nombreux ouvrages théoriques traitant des probabilités et de la statistique. Cet ouvrage (en français) non seulement présente, de façon rigoureuse, les concepts et méthodes statistiques, mais aussi utilise des exemples concrets pour illustrer chaque concept théorique nouvellement introduit. Le lecteur va apprendre à réaliser des analyses au moyen de Stata , basé sur des vraies données. De nombreuses illustrations et nombreux exemples d’applications sont donnés pour apprendre au lecteur à mettre en pratique les techniques d’analyse. Enfin, des exercices à réaliser avec Stata et impliquant le plus souvent un petit jeu de données, sont proposés à la fin de chaque section afin de mettre en oeuvre les connaissances nouvellement acquises.
出版年份：2014
版本信息：第一版

在经济学和社会学的应用：Aplicaciones en Economía y Ciencias Sociales con Stata

书籍介绍：Aplicaciones en Economía y Ciencias Sociales con Stata es la primera publicación en español de Stata Press. El contenido ha sido el resultado de un trabajo que reúne a diversos autores en diferentes áreas de conocimiento y que muestran el uso de una variedad de herramientas de análisis disponibles en Stata . Cada uno de los capítulos presenta el desarrollo de una investigación particular donde se analiza un tópico específico y se emplean técnicas estadísticas y econométricas para sustentar las conclusiones con resultados empíricos que pueden ser en su mayoría reproducidos con datos y do-files disponibles en la página web del libro. Se intenta de esta manera que el lector tenga acceso directo a la metodología empleada por cada uno de los autores.
出版年份：2013
版本信息：第一版

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Stata 寒假班 报名中……
连玉君主讲，2018年1月13日-21日，北京）

Stata初级班 ｜ Stata高级班  |  Stata全程班