Thanks to Stephen Smith, James B. Ramsey, Frank e Harrell, F. Tusell, Renaud Lancelot, Nick Ellis and Pat Burns for their helpful and quick replies. The summary of URL for S-plus Books:

• Introduction
  • http://statwww.epfl.ch/
  • http://www.stats.ox.ac.uk/pub/MASS3/
  • http://pbil.univ-lyon1.fr/Splus/splus.html (in French)
  • http://www.mscs.dal.ca/splus/contents.html
• Linear and nonlineal mixed effects models
  • http://franz.stat.wisc.edu/pub/NLME/
• Trellis graphics
  • http://www.research.att.com/~rab/trellis/index.html
• Books
  • http://www.mathsoft.com/splus/resources/biblio.htm
  • http://www.mathsoft.com/splus/resources/s-links.htm
  • http://www.cmis.csiro.au/s-plus/mass/
  • http://www.burns-stat.com/pages/Spoetry/Spoetry.pdf
• Text books
  • http://www.econ.nyu.edu/user/ramseyj/textbook/main.htm. (The book uses the Student edt. of 4.5 & has a large no. of built in labs using S-Plus.)
  • http://hesweb1.med.virginia.edu/biostat/s/index.html (See the documents by Alzola & Harrell to see if they help)
  • http://agesi.bs.ehu.es (In Spanish)

-- FrankHarrell - 11 Feb 2004