Capabilities

LIMDEP and NLOGIT are integrated statistical analysis software programs. They contain a large array of tools for data analysis, data management and model building from simple linear regression to maximum likelihood estimation of nonlinear systems of equations, with many extensions and variations. Nearly all techniques used in modern empirical investigation are provided.

Model Estimation and Data Analysis


Nearly 200 model formulations for continuous, discrete, limited and censored dependent variables are provided, including:

Statistical Analysis


Programming language allows extensions of supported estimators:

Panel Data Models


All of the linear and nonlinear models may be analyzed with special forms of panel data, including:

Data Description and Graphics


Descriptive statistics and graphical analysis tools include:

Count Data


The widest range of specifications for count data of any package is provided, including several newly developed models:

  • Poisson and negative binomial models
  • New specifications for NB models
  • Gamma, generalized Poisson, Polya-Aeppli
  • Zero inflation and hurdle
  • Fixed and random effects
  • Latent class
  • Quantile Poisson regression

Programming and Numerical Analysis


Programming language including matrix and data manipulation commands is provided for building new estimators:

Frontier and Efficiency Analysis


All forms of the stochastic frontier model are provided:

  • Fixed and random effects
  • True fixed and random effects
  • Latent class stochastic frontier
  • Battese and Coelli
  • Heteroscedasticity
  • Technical inefficiency estimation
  • Data envelopment analysis
  • (This is the only package with both SFA and DEA.)

Discrete Choice Models in LIMDEP


Discrete choice estimators for binary, multinomial, ordered, count and multivariate discrete data are provided:

Multinomial Logistic Regression with NLOGIT


NLOGIT contains all of LIMDEP plus numerous extensions of the multinomial choice models that do not appear in LIMDEP, including:

(These features do not appear in LIMDEP.)

Time Series Analysis


A range of estimators for time series are provided including:

  • ARMAX models
  • GARCH and GARCH-in-mean models
  • Spectral density estimation
  • ACF and PACF
  • Phillips-Perron tests
  • Newey-West estimator

Accuracy


Extremely accurate computational methods are employed throughout. High marks are earned on all National Institute of Standards and Technology test problems, including:

Data Management


Data management tools include: