This is the peer reviewed version of the following article: Baum, Christopher F., Mark E. Schaffer, and Steven Stillman. "Using STATA for applied research: reviewing its capabilities." Journal of Economic Surveys 25.2 (2011): 380-394., which has been published in final form at http://onlinelibrary.wiley.com/doi/10.1111/j.1467-6419.2010.00678.x/full. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.