That often used to happen. But now it is very
easy to ensure that ados leave the data in
the original sort order (unless of course
it is an explicit purpose of the ado that
the sort order will be changed).
This is all explained clearly and concisely by Roger
Newson in
Newson, R. 2004. Stata tip 5: Ensuring
programs preserve dataset sort order.
Stata Journal 4(1): 94.
This Stata Tip can now (as of today) be downloaded as a post-publication
draft from my website (see below), using a browser or the Stata -net-
command. However, you should all ideally get the latest issue 4(1) of The
Stata Journal, which contains lots of other useful things apart from Stata
Tip 5. The contents of this and previous issues can be found on the Stata
Journal website at