Please check the book via http://www.ats.ucla.edu/stat/stata/webbooks/reg/default.htm

Stata Web Books
Regression with Stata[size=+0]by Xiao Chen, Philip B. Ender, Michael Mitchell and Christine Wells [size=-2](in alphabetical order)
The aim of these materials is to help you increase your skills in using regression analysis with Stata.  This web book does not teach regression, per se, but focuses on how to perform regression analyses using Stata.  It is assumed that you have had at least a one quarter/semester course in regression (linear models) or a general statistical methods course that covers simple and multiple regression and have access to a regression textbook that explains the theoretical background of the materials covered in these chapters. These materials also assume you are familiar with using Stata, for example that you have taken the ATS Stata 1 & Stata 2 classes or have equivalent knowledge of Stata.  If you are a member of the UCLA community and have questions about these materials, we welcome you to send questions via email to or to visit our consulting services .
Book Chapters (also see short outline)

• Section 1: Regression Concepts
  • Chapter 1 - Simple and Multiple Regression
  • Chapter 2 - Regression Diagnostics
  • Chapter 3 - Regression with Categorical Predictors
  • Chapter 4 - Beyond OLS
• Section 2: Categorical Coding and Interactions in Depth
  • Chapter 5 - Additional coding systems for categorical variables in regression analysis
  • Chapter 6 - More on interactions of categorical variables in regression analysis (Draft version)
  • Chapter 7 - More on interactions of continuous and categorical variables in regression analysis (under development)
  • Chapter 8 - Interactions of continuous variables in regression analysis (under development)