全傑科技 - LIMDEP

is an integrated program that is unsurpassed in the breadth and variety of its estimation tools for estimation and analysis of linear and nonlinear models with cross section, time series and panel data. LIMDEP Version 8.0 is a major expansion of our premier software for estimation of regression models and nonlinear models for limited dependent variables, survival data, qualitative choices, count data, stochastic frontiers and samples subject to nonrandom selection. Over 100 different models are supported, including an unparalleled list of formulations for panel data. No other software is as up to date, fast, accurate, and easy to use. What’s New in 8.0 Dozens of panel data estimators for fixed and random effects Models for finite mixtures, latent classes and hierarchical structures Maximum simulated likelihood and GMM Kernel density, semiparametric and nonparametric estimation 2,000 pages of Econometrics in our new manual LIMDEP Version 8.0 LIMDEP Version 8.0 is an integrated program for estimation and analysis of linear and nonlinear models, with cross section, time series and panel data. The main feature of the package is a suite of more than 100 built-in estimators for all forms of the linear regression model, and stochastic frontier, discrete choice and limited dependent variable models, including models for binary, censored, truncated, survival, count, discrete and continuous variables and a variety of sample selection models. No other program offers a wider range of single and multiple equation linear and nonlinear models. LIMDEP has long been a leader in the field of econometric analysis. Recognized for years as the standard software for the estimation and manipulation of discrete and limited dependent variable models, LIMDEP 8.0 is now unsurpassed in the breadth and variety of its estimation tools. LIMDEP is a true state-of-the-art program that is used for teaching and research at thousands of sites in universities, government and private research institutions around the world. Numerous innovations have originated in LIMDEP. For three examples: we set the standard for sample selection models; as of this release, no other software has combined the true fixed effects, random parameters, hierarchical models, and finite mixture models in such a wide variety of modeling frameworks; many of the roughly 20 models for count data that appear in LIMDEP are not supported by any other software. NLOGIT Version 3.0 NLOGIT Version 3.0 is an extension of LIMDEP that, in addition to all features of LIMDEP, provides programs for estimation, model simulation and analysis of multinomial choice data, such as brand choice, transportation mode, and all manner of survey and market data in which consumers choose among a set of competing alternatives. NLOGIT has become the standard package for estimation and simulation of multinomial discrete choice models. Version 3.0 is a full information maximum likelihood estimator for, among other models, up to four level nested logit models. Many other formulations are included in NLOGIT, including random parameters (mixed logit), latent class, multinomial probit, many forms of the nested logit model, and several new formulations for panel data. NLOGIT 3.0 is a superset of LIMDEP and includes all the features and capabilities of LIMDEP 8.0 plus NLOGIT’s FIML estimation programs. NLOGIT is the only large package for discrete choice analysis that contains the full set of features of an integrated econometrics program. LIMDEP and NLOGIT are Complete Econometrics Packages Each package offers a complete set of tools for econometric analysis. In addition to the estimation programs, LIMDEP and NLOGIT provide: Data management, including input from all standard sources (such as Excel, SAS, and so on), all manner of transformations and sample controls A wide range of graphical and numeric descriptive statistics capabilities Built-in estimation programs plus a programming language, matrix algebra package and scientific calculator that allow you to write your own estimators, test statistics and simulation and analysis programs Random number, vector and matrix capabilities for bootstrapping, Gibbs sampling and Monte Carlo simulation Optimization tools that allow you to construct your own likelihood, GMM, or maximum simulated likelihood estimators Analysis tools including graphics, numerical analysis and post estimation tools for specification and hypothesis testing An extensive documentation set, with 2,000 pages, containing full reference guides for the programs, background econometrics, and sample applications What’s New in LIMDEP 8.0 and NLOGIT 3.0 LIMDEP 8.0 is a major expansion of our premier software for cross section, panel and time series data analysis. We have added dozens of new estimators and major new innovations in the tools for analyzing panel data - many of these appear in no other software and extend existing results in the econometrics literature. The array of programming and analysis tools has been extended, as well. We have also completely revised the documentation. The new manual, with nearly 2000 pages, contains full reference guides for the program, background econometrics, and sample applications. With this release, we have greatly expanded NLOGIT, our companion program for discrete choice modeling and FIML estimation. NLOGIT 3.0 includes all of LIMDEP 8.0 plus the estimators for discrete choice models. All the new features described below for LIMDEP 8.0 are in NLOGIT 3.0. The complete list of new features is described below. Panel Data Models and Tools The panel data suite of programs now includes the dynamic linear models, GMM (Arellano/Bond) estimators, fixed and random effects models, random parameters models, latent class models, specialized estimators for sample selection models, stochastic frontier models and much more. See details. New Estimators In addition to the array of panel data estimators, we have developed estimators for over 25 new models, including loglinear models, stochastic frontiers, models for count data, binary choice models, time series models, extensions of the linear regression model and more. See details. New Program Extensions and Features The list of supported models has expanded, but to allow even greater flexibility, we have also provided tools for users to develop their own estimators, including GMM estimation, bootstrapping, optimization tools such as simulation estimation tools, Halton sequences for simulation, kernel functions and density estimators, and many new matrix, transformation and calculator functions. See details. Program Refinements Naturally, we took the opportunity to improve the program operation for such features as data input, data set sizes and computational algorithms. See details. NLOGIT 3.0 NLOGIT 3.0 provides the widest and deepest array of tools available anywhere for analysis of discrete choice, including (heterogeneous) nested logit models, heteroscedastic extreme value, multinomial probit, mixed logit and panel (repeated measures) estimators for mixed logit, random utility, multinomial probit, and latent class models. NLOGIT is the only program available that supports mixing stated and revealed choice data sets. NLOGIT 3.0 also introduces a simulation package that allows you to analyze alternative scenarios in the context of any estimated discrete choice model with any data set, whether used in estimation or as hold out data for examining model cross validity. See details. LIMDEP 8.0 and NLOGIT 3.0 Program Features About LIMDEP LIMDEP has long been a leader in the field of econometric analysis. Recognized for years as the standard software for the estimation and manipulation of discrete choice and limited dependent variable models, LIMDEP 8.0 is unsurpassed in the breadth and variety of its estimation tools for cross section, panel and time series data. No other program offers a wider range of regression, panel data, survival, frontier, discrete and count data, limited dependent variable and single and multiple equation linear and nonlinear models - over 100 fully automated estimation models. LIMDEP is a true state-of-the-art program that is now used for teaching and research at thousands of sites in universities, government and private research institutions in the U.S. and throughout the world. About NLOGIT NLOGIT has become the standard package for estimation and simulation of multinomial discrete choice models. Version 3.0 is a full information maximum likelihood estimator for, among other models, up to four level nested logit models. Many other formulations are included in NLOGIT, including random parameters (mixed logit) models, multinomial probit, many forms of the nested logit model, and several new formulations for panel data. NLOGIT is a superset of LIMDEP. NLOGIT 3.0 includes all of the features and capabilities described here for LIMDEP 8.0 plus NLOGIT's FIML estimation programs. NLOGIT is the only large package for discrete choice analysis that contains the full set of features of an integrated econometrics program. See NLOGIT details. Econometrics Program Features LIMDEP takes the form of an econometrics studio. Analysis of a data set is done interactively in a set of windows. Program control may be from a 'script' or in an unstructured session of instructions and manipulations. The program is designed to allow easy setup of data for estimation, specification of different forms of the models, experimentation with different specifications, hypothesis testing, analysis of data and model results and construction of special procedures and estimators. The following sections will list in detail the set of program features and tools supported in Version 8.0: Cross Section, Panel Data, Time Series Models Post Estimation Programming Tools and Flexibility Documentation Accuracy Program Capabilities in Detail LIMDEP contains extensive sets of tools for every step in the analysis of a data set. Data Management Data setup includes input, transformation, and setting sample specifications. See details. Data Description and Graphics Descriptive statistics and graphical tools provide a range of options for preliminary description of your data set. See details. Model Estimation and Analysis Well over 100 model formulations for continuous, discrete, limited and censored dependent variables are provided. All model frameworks provide a wide variety of different variants. For example, there are well over 20 different types of models for count data. See details. Statistical Analysis and Modeling Tools After a model is estimated, you can manipulate the results, compute predictions and marginal effects, or other functions of estimated parameters and model features. A built-in routine will compute nonlinear functions of your model estimates and associated standard errors with no programming by you other than specification of the desired function. See details. Programming and Numerical Analysis A set of programming instructions including matrix and data manipulation commands and a nonlinear optimization program allows you to specify and estimate your own model if it is not included in the catalog of supported specifications. See details. Cross Section, Panel Data, and Time Series Features Nearly every model supported by the program for cross section analysis may also be extended to a variety of panel data frameworks, including fixed and random effects, hierarchical (random parameters) and latent class formulations. There are also a variety of tools for time series analysis. See details. LIMDEP 8.0 and NLOGIT 3.0 Program Specifications System Requirements LIMDEP AND NLOGIT are written for use on Windows driven microcomputers. LIMDEP and NLOGIT are compatible with Windows 95 and later Windows operating systems. The programs require 16 megabytes of memory and occupy approximately five to six megabytes on the local hard disk drive. Program Limits at a Glance We are often asked about LIMDEP and NLOGIT’s specific internal limits. The following limits are relevant to the most common applications. Active Data Set Variables 900 Observations 3,000,000+ Total cells in data area limited by memory Namelists 10 Variables in namelist 100 Command Entry Characters in one command 2,500 Characters in a stored procedure 2,500 Commands in a stored procedure 50 Stored procedures 10 Model Size, General & Specific Number of parameters 150 Equations for SURE & 3SLS 30 Equations for WALD, NLSURE, GMM 20 Panel Data Models Groups in fixed & random effects unlimited Regressors in fixed & random effects 100 Groups x Regressors 225,000 Intervals in TVCs for survival 50 Periods in fixed effects logit 100 Groups in time series/cross section 100 NLOGIT Number of alternatives 100 Branches in tree 25 Limbs in tree 10 Trunks in tree 5 Number of attributes & constants 125 Matrix & Scalar Algebra Number of active matrices 100 Number of active named scalars 50 Size of a matrix 22,500 cells Rows in data matrix unlimited