Issue the following command while in Stata (make sure you are connected to the internet in some fashion)
use "http://www.stat.ucla.edu/~vlew/stat11/labs/lahmda.dta"
And Stata will get the data set for you.
Issue the following command while in Stata (make sure you are connected to the internet in some fashion)
use "http://www.stat.ucla.edu/~vlew/stat11/labs/dists.dta"
And Stata will get the data set for you.