PDF documentation was introduced in Stata 11.
Every copy of Stata now ships with complete PDF documentation, including the Base Reference Manual, User’s Guide, Data-Management Reference Manual, Graphics Reference Manual, and all the programming and specialized statistics manuals. The PDF documentation is linked into the existing interactive help file system. Continue to use the help files to review syntax and options and to see short examples; click on the link in the title of the help file to be taken to the corresponding entry in the PDF documentation.
Of course, for extended reading sessions, many people (including us) prefer reading a printed book, so the printed documentation is also available. View PDF-formatted sample entries.