Stata vs. SAS and SPSS: pretty long discussion and some followups
Speed considerations and comparisons
Praises are too multiple to be mentioned :).
Bill Gould on North America Stata User Group Meeting
Stata and 4Gbyte data files: 1 2
Computation speed (vs. Stata 6)
Bootstrapping difficult cases: no if, and some precautions for survey data
Marginal effects and panel tobit
Maximum likelihood with Stata:
feasible initial values,...
White (robust / cluster / Huber) variance estimator
Tests for heteroskedasticity in panel models
Multiple outcomes in panel data 1 2
Panel models:
Ordered panel models
IV regression
Principal components analysis with missing values
Stata <-> SQL: 1
Survival time models: 1
Survey analysis: sampling design and weights
Interfaces to text editors. TextPad: 1 2
(also a bit on Emacs and ESS) (see also replies to those messages)
Personal key files for Stata search engine
Statistical Software Components archive
GLLAMM page by Sophia Rabe-Hesketh