LIMDEP Version 10 is an integrated statistical package for estimation and analysis of linear and nonlinear models, with cross section, time series and panel data. LIMDEP has long been a leader in the field of econometric and statistical analysis and has provided many recent innovations including cutting edge techniques in panel data analysis, frontier and efficiency estimation and discrete choice modeling. The collection of techniques and procedures for analyzing panel data is without parallel in any other statistical software package available anywhere. Recognized for years as the standard software for the estimation and manipulation of discrete and limited dependent variable models, LIMDEP 10 is now unsurpassed in the breadth and variety of its estimation tools.
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 is a true state-of-the-art program that is used for teaching and research at thousands of universities, government agencies, research institutes, businesses and industries around the world.
LIMDEP is a Complete Econometrics Package
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.
LIMDEP offers a complete set of tools for econometric analysis. In addition to the estimation programs, LIMDEP provides:
- Data management, including input from all standard sources (such as Excel), all manner of transformations and sample controls
- 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
- Model specification and post estimation tools for simulation, hypothesis testing and partial effects for all models
- Random number, vector and matrix capabilities for bootstrapping, Gibbs sampling and Monte Carlo simulation
- A wide range of graphical and numeric descriptive statistics capabilities
- 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 PDF documentation set, with over 2,500 pages, containing full reference guides for the programs, background econometrics, and sample applications