From FarmShare

Running stata in batch mode on the barleys:

[chekh@corn-image-new.stanford.edu] /mnt/glusterfs/chekh [0] 
$ cat test.do 
clear
sysuse auto
describe
[chekh@corn-image-new.stanford.edu] /mnt/glusterfs/chekh [0] 
$ echo "/usr/sweet/bin/stata -b do test2.do" | qsub -cwd -l hostname=barley05 
Your job 5725 ("STDIN") has been submitted
[chekh@corn-image-new.stanford.edu] /mnt/glusterfs/chekh [0] 
$ ls -ltr |tail -n 4
-rw-r--r-- 1 chekh root      27 Nov  7 17:27 test2.do
-rw-r--r-- 1 chekh root       0 Nov  7 17:28 STDIN.o5725
-rw-r--r-- 1 chekh root       0 Nov  7 17:28 STDIN.e5725
-rw-r--r-- 1 chekh root    2400 Nov  7 17:28 test2.log

Looks like stata doesn't print anything to stdin or stderr, but does create a .log file with the same name as your .do file.