The notation sort of follows the Stata convention. The commands are set in typewriter font and are to be typed exactly as spelled (or shorthanded as shown by the underlined text), the entries to be filled by the user are shown in italics, and optional element are put into [square brackets].
Data types and storage formats: on-line, context.
Missing values: on-line, context: 1, 2.
Variable list: on-line, context: 1
Condition qualifiers: on-line in, if, context: 1, 2, 3
by : construct: online, context: 1
Return values: return, ereturn
Hand calculator: display
Operations on variables: generate, label, replace, egen, mvencode, mvdecode, keep, drop, range, recode
Memory: memory, set memory, compress
Looking at data: describe, list, browse, compare, count
Sorting: sort, gsort, aorder, order, move
Correlations, covariances: correlate, pwcorr.
Scatter plots: scatter, twoway
Post-estimation commands: test, testnl, lincom, nlcom, predict, ereturn
Basic methods: regress, boxcox
Regression diagnostics: online, context; commands: hettest (heteroskedasticity), ovtest (nonlinearity), imtest (distribution of the regression errors), dwstat (Durbin-Watson test), archlm (LM test for ARCH), vif (collinearity)
Stata commands in alphabetical order