توضیحات

درباره نرم افزار Nlogit 6.0

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Model Estimation & Data Analysis

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

• Linear regression
• Robust estimation
• Nonlinear and loglinear regression
• Probit and logit models for binary choice
• Ordered choice models
• Multinomial choice
• Censoring and truncation
• Sample selection models
• Quantile regression (linear and count)
• Poisson and negative binomial models for count data
• Stochastic frontier and DEA
• Time series models
• Panel data models

Statistical Analysis

Programming language allows extensions of supported estimators:

• Model estimation
• Testing and restrictions
• Post estimation analysis
• Simulations
• Partial effects
• Oaxaca decomposition
• Delta and Krinsky/Robb methods

Panel Data Models

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

• Fixed and random effects linear models
• Nonlinear fixed effects models
• Random effects models
• Random parameters – mixed models
• Latent class models

Statistics & Graphics

Descriptive statistics and graphical analysis tools include:

• Descriptive statistics for cross sections and panels
• Tables of means and quantiles
• Time series
• Spectral density
• Graphics tools
• Kernel density
• Discriminant analysis
• Contour plots

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

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

• Programming with LIMDEP and NLOGIT
• User defined optimization
• Matrix algebra
• Scientific calculator
• User written programs and estimators
  

  SFA & DEA

  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 in LIMDEP

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

• Probit and logit models for binary choice
• Ordered choice including univariable, bivariate, hierarchical and sample selection
• Panel data
• Multinomial logit
• Count data models

• Multinomial Choice in NLOGIT

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

• Data analysis
• Model estimation
• Mixed (random parameters) logit model
• Generalized mixed logit
• Estimation in WTP space
• Multinomial probit model
• Latent class model
• Error components (RE) logit model
• Random regret MNL
• Dynamic random effects MNL model
• Generalized nested logit model
• Model specification
• Model simulation

 

(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:

• Descriptive statistics
• Analysis of variance
• Linear regression
• Nonlinear least squares

 

Data Management

Data management tools include:

• Data input and output
• Data transformations
• Sampling and bootstrapping
• Monte Carlo analysis
• Weighted data
• Random number generation