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Nick said
If they are your students using Stata over a network, then you may
need no more than to give the full filepath.
That assumes that all of the students have the same network drive mounted. In our installation, students access Stata from a network (Citrix) server, and have a mapped network drive, but it is a personal space. There is no shared network drive on which I could place datasets, so they need to access shared datasets via HTTP. Likewise, if they are working from their off-campus residence, they would not have access to network drives unless they were using VPN (which they don't need for Citrix access), but they can readily access a webserver with a plain Internet connection.
In this respect StataCorp is much more forward-thinking than those statistical software companies which require you to access shared datasets from network drives, or worse yet make individual copies for each student on physical media.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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