Haghish, E. F. (2014). Practical Stata Programming: Stata Mata package.
List of Stata packages that include Mata programs

List of Stata packages that include Mata programs

    Package Name      Description and HTML Help File

   actest            module to perform Cumby-Huizinga general test for autocorrelation in time series
   amcmc             module to provide Mata functions and structures for adaptive Markov chain Monte Carlo sampling
   avar              module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation... clustering... cross-panel
   cem               module to perform Coarsened Exact Matching
   cmp               module to implement conditional (recursive) mixed process estimator
   confa             module to perform confirmatory factor analysis modeling
   cureregr          module to estimate parametric cure regression
   eaalogit          module to estimate endogenous attribute attendance models
   ewreg             module to estimate errors-in-variable model with mismeasured regressor
   frcount           module to estimate fractional response model under the presence of count endogeneity and unobservable heterogeneity
   geochart          module to create interactive map web pages from Stata data
   ghk2              module (enhanced Mata function) to implement the Geweke-Hajivassiliou-Keane multivariate normal simulator
  igencox           module to fit generalized Cox models
   inorm             module to perform multiple imputation using Schafer's method
   int_utils         module to perform interval computations in Mata
   integrate         module to perform one-dimensional integration
   ivreg2            module for extended instrumental variables/2SLS and GMM estimation
  kdens             module for univariate kernel density estimation
  kdens2            module to estimate bivariate kernel density
   khb               module to decompose total effects into direct and indirect via KHB-method
   labelutil         programs to create multiple value labels
   lcmc              module to estimate latent class missing covariate model for continous main response, ordinal covariate with missing values, and informative selection
   ldtest            module to compute Lorenz Dominance tests
   libjson           module to provide Mata class library for obtaining and parsing JSON strings into object trees
   ltimbimata        module containing six general-purpose Mata functions
   margdistfit       module to check the distributional assumptions underlying a parametric regression model
   mcmclinear        module for MCMC sampling of linear models
   meresc            module to rescale the results of mixed nonlinear probability models
   moremata          module (Mata) to provide various functions
   mtreatreg         module to fits models with multinomial treatments and continuous, count and binary outcomes using maximum simulated likelihood
   mvport            module for Collection and Optimization of Financial Portfolios
   nearstat          module to calculate distance-based variables and export distance matrix to text file
   nlcorr            module to compute correlation metric for cross-sample comparisons using non-linear probability models
   outreg            module to write estimation tables to a Word or TeX file
   parallel          module for Parallel Computing
   paramed           module to perform causal mediation analysis using parametric regression models
  pathof            Module to return the absolute path of any parent directory of the current working directory
   petpoisson        module to estimate an Endogenous Participation Endogenous Treatment Poisson model by MSL
   poparms           module for potential outcome parameter estimation
   pwmc              module to compute pairwise multiple comparisons (unequal variances)
   qenv              module to generate quantile envelopes for quantile-quantile plots
   r2_mz             module to compute McKelvey & Zavoina's R2
   ranktest          module to test the rank of a matrix using the Kleibergen-Paap rk statistic
   reweight2         module to reweight survey data to user-defined control totals
   roman             module for handling Roman numerals and decimal equivalents
   rowmat_utils      module to perform parallel computation on sequences of matrices in Mata
   rpnfcn            module to provide a Mata generic function evaluator based on Reverse Polish Notation
  savespss          module to save data to SPSS (.sav) system file
   setpoisson        module to estimate a Selection Endogenous Treatment Poisson model by MSL
   sfcross           module for cross-sectional stochastic frontier models estimation
   sfpanel           module for panel data stochastic frontier models estimation
   sls               module to perform semiparametric least squares
   smwoodbury        module to compute Sherman-Morrison-Woodbury rank-k update to matrix inverse
   somersd           module to calculate Kendall's tau-a, Somers' D and median differences
   specialexp        module to obtain expression that evaluates to specified string
   splagvar          module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics
   sppack            module for cross-section spatial-autoregressive models
   spwmatrix         module to generate, import, and export spatial weights
   sq                module for sequence analysis
   stjm              module to fit shared parameter joint models of longitudinal and survival data
   stmixed           module to fit multilevel mixed effects parametric survival models
   stns              module for estimation of net survival
   stpm2             module to estimate flexible parametric survival models
  synth             module to implement Synthetic Control Methods for Comparative Case Studies
   testcase          Module to provide a code-testing framework for Mata
   tihtest           Module to test for time invariant unobserved heterogeneity in GLMs for panel data
   use10             Module to use and describe version 10 datafiles in Stata 9.2
   use13             Module to import Stata 13 (*.dta) data into older versions of Stata
  usexmlex          Module to import data stored in XML format
   xsmle             Module for spatial panel data models estimation
   xtabond2          Module to extend xtabond dynamic panel data estimator