Add failed test

Fix column order of dtypes

Use .get_loc, get rid of matched()

Add line to What's New

Author: jbuyl

doc/source/whatsnew/v0.17.0.txt

@@ -606,3 +606,4 @@ Bug Fixes
 - Bug in vectorised setting of timestamp columns with python ``datetime.date`` and numpy ``datetime64`` (:issue:`10408`, :issue:`10412`)
 
 - Bug in ``pd.DataFrame`` when constructing an empty DataFrame with a string dtype (:issue:`9428`)
+- Bug in ``read_stata`` when reading a file with a different order set in ``columns`` (:issue:`10739`)

pandas/io/stata.py

@@ -1614,14 +1614,12 @@ def _do_select_columns(self, data, columns):
             typlist = []
             fmtlist = []
             lbllist = []
-            matched = set()
-            for i, col in enumerate(data.columns):
-                if col in column_set:
-                    matched.update([col])
-                    dtyplist.append(self.dtyplist[i])
-                    typlist.append(self.typlist[i])
-                    fmtlist.append(self.fmtlist[i])
-                    lbllist.append(self.lbllist[i])
+            for col in columns:
+                i = data.columns.get_loc(col)
+                dtyplist.append(self.dtyplist[i])
+                typlist.append(self.typlist[i])
+                fmtlist.append(self.fmtlist[i])
+                lbllist.append(self.lbllist[i])
 
             self.dtyplist = dtyplist
             self.typlist = typlist

pandas/io/tests/test_stata.py

@@ -780,8 +780,14 @@ def test_drop_column(self):
         expected = expected[columns]
         dropped = read_stata(self.dta15_117, convert_dates=True,
                              columns=columns)
-
         tm.assert_frame_equal(expected, dropped)
+
+        columns = ['int_', 'long_', 'byte_']
+        expected = expected[columns]
+        reordered = read_stata(self.dta15_117, convert_dates=True,
+                               columns=columns)
+        tm.assert_frame_equal(expected, reordered)
+
         with tm.assertRaises(ValueError):
             columns = ['byte_', 'byte_']
             read_stata(self.dta15_117, convert_dates=True, columns=columns)