There is a STATA software for linux, but I don't have a licence for linux os, so I still keep using windows based version of STATA. For regular user STATA will work good in wine, the problem is only the fonts and window decorated look very bad, but it is ok, right?

My problem occur when going to try running my native scripts that also run external shell command, like dir etc, everytime I run this do file, it asking command.com to run. The solution is easy, there is a wcmd.exe in c:\windows\system\wcmd.exe. the true is that the file is a symlink to /usr/lib/wine/wcmd.exe.so, you just have to make a copy of wcmd.exe to command.com to c:\ and c:\windows\system . Then my STATA working well again  .

Why don't you just try R? hehehe I don't have a time to learn more. Functional language is new for me, but too many language really make me headache ...