This paper discusses a set of programs written in the statistical package Stata that is designed to support interactive student tutorials. The tutorial package has several desirable features, including customized tutorials, full student interaction, checking of student answers, repetition of practice problems using randomly chosen values, and a simple way to gauge student comprehension even when students run the tutorials at home. As an example, a tutorial used in an undergraduate econometrics class is discussed. The example illustrates Monte Carlo experiments on the linear regression model that allow students to demonstrate the validity of various formulas for the sampling distribution of ordinary least squares estimators.