Most of the statistics books I have on hand do exercises, though not
all (e.g. "Market Models, A Guide to Financial Data Analysis"
and "Modelling Extremal Events for Insurance and Finance") but the
software/stat books to not. In addition to the Stata books, "SAS
System for Mixed Models," "Carpenter's Complete Guide to the SAS Macro
Language," and "Longitudinal Data and SAS" do not have exercises in
them.
Just based on the freebie books I get, I would guess that SPSS dominates
undergraduate social science statistics courses (and many of those books do
include exercises). I can't even remember getting an undergrad-oriented
book that used SAS. Maybe that just reflects the mailing lists I am
on. SPSS is a powerful program, but I do think some of its targets are the
"dummy" audience and people who like glitzy looking output.
