Stata Manuals

Stata's documentation consists of the following manuals with over 18,000 pages detailing each feature in Stata, including the methods and formulas and fully worked examples:

Getting Started with Stata for Windows
Getting Started with Stata for Mac
Getting Started with Stata for Unix

User's Guide
Base Reference Manual
Data Management Reference Manual
Graphics Reference Manual
Customizable Tables and Collected Results Reference Manual
Reporting Reference Manual
Functions Reference Manual

Adaptive Designs
Bayesian Analysis
Bayesian Model Averaging
Causal Inference and Treatment-Effects Estimation
Choice Models
Dynamic Stochastic General Equilibrium Models
Extended Regression Models
Finite Mixture Models
Item Response Theory
Lasso
Longitudinal Data/Panel Data
Meta-Analysis
Multilevel Mixed Effects
Multiple Imputation
Multivariate Statistics
Power, Precision, and Sample Size
Spatial Autoregressive Models
Structural Equation Modeling Survey Data
Survival Analysis
Time Series

Programming
Mata Matrix Programming
Index

You can access the PDF documentation from the Help menu within Stata.