I'll look into this.  I don't think that Stata's pdf's link to one another either (which suggests a limitation), but the html links to relevant pages in each of the manuals.  Maybe we need a master keyword list (html) with links to relevant pages in the manuals and examples? It is certainly more predictable to do mathematics in pdflatex.  The solution may be to work on the html side of things to link to pdf pages ....

Lee