This exercise dataset was created for researchers interested in learning how to use the models described in the "Handbook on Impact Evaluation: Quantitative Methods and Practices" by S. Khandker, G. Koolwal and H. Samad, World Bank, October 2009 (permanent URL http://go.worldbank.org/FE8098BI60). Public programs are designed to reach certain goals and beneficiaries. Methods to understand whether such programs actually work, as well as the level and nature of impacts on intended beneficiaries, are main themes of this book. Has the Grameen Bank, for example, succeeded in lowering consumption poverty among the rural poor in Bangladesh? Can conditional cash transfer programs in Mexico and Latin America improve health and schooling outcomes for poor women and children? Does a new road actually raise welfare in a remote area in Tanzania, or is it a "highway to nowhere?" This handbook reviews quantitative methods and models of impact evaluation. It begings by reviewing the basic issues pertaining to an evaluation of an intervention to reach certain targets and goals. It then focuses on the experimental design of an impact evaluation, highlighting its strengths and shortcomings, followed by discussions on various non-experimental methods. The authors also cover methods to shed light on the nature and mechanisms by which different participants are benefiting from the program. The handbook provides STATA exercises in the context of evaluating major microcredit programs in Bangladesh, such as the Grameen Bank. This dataset provides both the related Stata data files and the Stata programs.