LIMDEP 計量經濟學軟體
LIMDEP Version 11 continues the expansion of our premier software for cross section, panel data and time series analysis. Version 11 contains major new extensions to the program for estimation and statistical analysis of econometric models and a long list of new models and features. New features include:
Stochastic Frontier Models
- New parametric specifications
- Normal-Rayleigh
- New FIML estimator for sample selection correction
- Sample selection with panel data
- Partially inefficient latent class stochastic frontier model
Panel Data Stochastic Frontier Models
- Rayleigh model
- Belotti and Ilardi partial differences
- True fixed and random effects
- Wikstrom method of moments
- Generalized true random effects
New Partial Effects and Simulation Tools
- New graphical devices
- Transition matrices for categorical variables
- Krinsky and Robb method for standard errors
- Extended to more models
Expanded Graphics
Histograms
- Overlay histograms with box plots or kernel density estimators
- Group up to 4 histograms
Box Plots
- Up to 40 plots in one figure
- New BOXPLOTS command
- Simultaneous plots
Bubble Plots
Kernel Density Estimator
- Several new specifications for plotting kernel density estimators
- Simultaneous plots
Treatment Effects Procedures
- Endogenous treatment effects
- FIML estimation for probit, ordered probit, Poisson and negative binomial
New Tools for Estimation and Inference
New Analysis Tools
- Over 30 new CREATE functions for panel data transformations
- Dozens of new functions for CALCULATE and MATRIX
- New random number generators
More Models and Features
- Cluster covariance matrices for all models
- Inverse hyperbolic sine model
- Fractional regression for cross section and panel data
- New panel data functions for MAXIMIZE
Data Descriptive Devices
- Obtain separate strata means for stratified data
- New commands for correlation matrices
- New TABLE command for descriptive statistics by strata
- New commands for quantiles and frequencies
- New Cronbach’s alpha correlation device
Character Data
- Observation labels
- Labellists
- Observation tags
Loglinear Models
- Generalized beta of the second kind
- Generalized gamma model
Enhanced EXECUTE and Procedures
- New specifications for bootstrap and jackknife iterations
- Block bootstrap for panel data
Comparing Alternative Specifications of a Model