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Why do I receive the error r(603) when trying to update Stata running on Vista or Windows 7?

Title   Updating Stata on Vista or Windows 7
Author Kevin Crow, StataCorp

The default Vista or Windows 7 permission settings do not allow applications to write permissions to their respective install directories even if you are logged in to a machine as Administrator. Stata needs these permissions to update.

To get around the problem, you must right-click on the Stata executable in the Stata install directory and select “Run as Administrator” from the menu to open Stata. Then type update all followed by update swap in your Stata Command window to update Stata error-free.