Update df.to_stata() docstring
Updates the docstring for the `to_stata()` method to fix the `dataset_label` parameter. See #19817. Also changes the examples; it's a little weird for the examples for `to_stata()` to detail the `StataWriter` class.

- [ ] closes #19817
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19818?src=pr&el=h1) Report
> Merging [#19818](https://codecov.io/gh/pandas-dev/pandas/pull/19818?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/aa59954a217c8f856bb0980265520d37b85a80af?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19818/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/19818?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19818      +/-   ##
==========================================
- Coverage   91.61%   91.58%   -0.03%     
==========================================
  Files         150      150              
  Lines       48892    48892              
==========================================
- Hits        44792    44778      -14     
- Misses       4100     4114      +14
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.96% <ø> (-0.03%)` | :arrow_down: |
| #single | `41.79% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19818?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/19818/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.23% <ø> (ø)` | :arrow_up: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/19818/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.22% <0%> (-1.74%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/19818/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `83.64% <0%> (-0.21%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19818?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19818?src=pr&el=footer). Last update [aa59954...59acd1e](https://codecov.io/gh/pandas-dev/pandas/pull/19818?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Is that better? I also think some people might not realize that `./data_file.dta` is the same as `data_file.dta`. thanks!