Why should you become a Stata programmer? Some elementary concepts and tools. Do-file programming: Functions, macros, scalars, and matrices. Cookbook: Do-file programming I. Do-file programming: Validation, results, and data management. Cookbook: Do-file programming II. Do-file programming: Prefixes, loops, and lists. Cookbook: Do-file programming III. Do-file programming: Other topics. Cookbook: Do-file programming IV. Ado-file programming. Cookbook: Ado-file programming. Mata functions for do-file and ado-file programming. Cookbook: Mata function programming.

"… Baum’s An Introduction to Stata Programming (2nd Edition) combines a concise introduction into the Stata programming environment with a large number of applications to workflow, data management and estimation. …. An Introduction to Stata Programming (2nd Edition) is a well-organized book. We find it suitable for any Stata user on an intermediate or advanced level, a user which already has some experience with Stata and who wants go deeper into programming or who wants to extend Stata’s built-in commands for estimation and data management. In particular the large number of practical examples, mostly taken from economics and finance, help the reader a lot."—Oliver Kirchkamp and Hiltrud Niggemann in Journal of Statistical Software, April 2017