-exlogistic- is an official command that is part of Stata 10. It is not
downloadable by you and in any case you could not run it. 
-firthlogit- is a user-written command that is written for Stata 9.2.
You could download it from SSC using the -ssc- command but then you
could not run it. 
The FAQ below gives much guidance: 
I have a certain version of Stata and have come across a user-written
program that is apparently written for a later version of Stata. What
are my options? 
<http://www.stata.com/support/faqs/lang/version2.html> 
Here is the executive summary for your case: 
1. -update- your Stata to Stata 9.2 to make use of -firthlogit-. 
2. Upgrade your Stata to Stata 10 to make use of -exlogistic-. 
These are the _only_ options (except writing your own versions). 
Nick 
[email protected] 
Franken, Jason R.
I'm still running STATA 9.1, and I'm having trouble downloading
-exlogistic- and -firthlogit- ado files.  I want to use these
procedures, since I get a "14 failures and 10 successes completely
determined" message and missing standard errors with the standard
-logit- command. 
 
Any insights on how to download the appropriate ado files or otherwise
address this issue are appreciated.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/