Introduction to Stata

• Short tutorials in Stata [1] [2] [3]

Introduction to GLLAMM

• L. Grilli & C. Rampichini. A review of random effects modelling using gllamm in Stata [PDF]
• Sophia Rabe-Hesketh, Anders Skrondal,Andrew Pickles, GLLAMM Manual [PDF] [additional information]
• Roberto G. Gutierrez. Tricks of the Trade:Getting the most out of xtmixed [PDF]

Programming in Stata

• Sweeney K, Bartels B. Advanced Programming in Stata. [PDF]
• Christopher F Baum. Maximum Likelihood Estimation and Nonlinear Least Squares in Stata. [PDF]
• Marco R. Steenbergen. Maximum Likelihood Programming in Stata. [PDF]

Meta-analysis in Stata

• Sterne JA, Bradburn MJ, Egger M. Meta-analysis in Stata. Systematic Reviews in Health Care, BMJ Books, Chapter 18. [PDF] (datasets can be found here)
• Sterne J. Meta-analysis in Stata: history, progress and prospects. Presentation [PDF]
• Stata meta-analysis commands [1] [2] [3]