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Top書籍情報計量経済・統計ソフトウェアLIMDEP V8.0LIMDEP Windows 95/NT版
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LIMDEP V8.0

LIMDEP Windows 95/NT版
スペック
LIMDEP7.0の機能と特徴
NLOGIT3.0
Applications

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LIMDEP Version 7.0 の新機能
(Windows 95/NT版)



●新機能

LIMDEP 7.0 (Windows 95/NT版)は、従来の DOS版およびメインフレーム版のLIMDEP Version 7.0 を大幅にアップデートしたニューバージョンとなっております. The main and most obvious difference is the replacement of our DOS interface with a true Windows application. With this release, we have also added many new features to the program, itself. All new features have been added to the DOS and mainframe versions with the exception of the Windows 95 user interface and online help. The DOS version has not been converted to double precision data storage.





●ユーザインターフェース

* Command entry by menus and dialog boxes, or text in editing windows
* Windows mini-explorer windows for file access
* Full text editing feature for command construction, with cut/copy/paste
* Interactive command builder for specifying models
* Separate windows for input, output, and data
* Built in spreadsheet style data editor
* Printing via the Windows print manager for all text and graphics output
* Easy export of all results to other programs





●ドキュメンテーション

The manual has been reworked and edited to include full documentation of all versions of LIMDEP. Roughly eighty percent of the manual is contained in the Windows Help file, so that full documentation of all program commands and instructions are always available on line. The Help file also contains numerous data sets, LIMDEP sample programs, an alphabetic command summary, a complete summary of the Windows menus and desktop features, and the full text of nearly all of the NIST benchmarks for program accuracy. Help is also directly connected to the command builder, so that context specific help is available for commands and models as you are specifying them.

 

●計算時のデータ格納と精度

The Windows program uses the virtual memory facilities to provide almost unlimited space for data storage. The memory available for storing your data may exceed the physical memory of your computer. We have changed LIMDEP's data storage mode from single to double precision. This has two important implications: First, the number of digits preserved in any value that you input is increased from 7 to 16. Second, many computations involving sums of the observations, such as descriptive statistics and linear regression, will be much more accurate. Whereas in previous versions, LIMDEP's regression computations would match the National Institute of Standards and Technology (NIST) benchmarks for accuracy to 7 digits or so, the same computations done now will normally be accurate to at least 12 digits, and in many cases, even more.

 

●データの操作

* Worksheet Files: We have added support for .XLS worksheet files from Microsoft Excel.
* Data Transformations: New functions for CREATE are provided for computing moments for a group of variables (e.g., a collection of test scores) and for computing probabilities for several additional discrete probability distributions.
* Exporting Data: New formats have been added for creating data files. You can now write .XLS files. ASCII files may be written in integer formats and with the standard 'dot' notation for missing data.


 

●新モデリング・フレームワーク

Models for Count Data

* Semiparametric Poisson model with heterogeneity for panel data
* Poisson regression with normal heterogeneity
* Poisson regression with endogenous underreporting (probit)
* Poisson regression with exogenous underreporting (probit/logit)
* Poisson regression with heterogeneity and excess zeros (ZIP)
* Negative binomial model with normal heterogeneity
* Poisson random effects model with normal group effect
* Negative binomial random effects model with normal group effect
* Poisson model with sample selection, FIML estimation



Logit and Other Models for Discrete Choice

* The multivariate probit model (up to 20 equations)
* Binomial logit model with heteroscedasticity
* Random effects binary logit model
* Random effects ordered probit model
* FIML estimation of four level nested logit models
* Heteroscedastic extreme value model
* Covariance heterogeneity model for nested logit specifications
* Random parameters logit model
* Multinomial probit model (up to 20 choices)



Other Models

* Bivariate tobit
* Variance heterogeneity in all parametric survival models
* Generalized gamma survival model
* Generalized F distribution for parametric survival models
* Marginal effects in bivariate probit models
* Predictions in the random coefficients regression model
* Appropriate asymptotic covariance matrix for OLS in the TSCS model



Models for Panel Data

* Poisson and negative binomial random effects models
* Fixed and random effects for binomial logit
* Random effects for ordered probit models



Options for User Specified Maximization Problems

* Gauss-Laguerre and Hermite Quadrature for Improper Integrals
* New functions for use in user specified functions
* Increased precision in all calculations


 

●マトリックス代数とカリキュレータ

* Many new functions and operators have been added to matrix. These include 1/A for inversion, A.B for direct product, and several forms of raising a matrix to a power.
* CALCULATE includes many new functions, including multivariate normal probabilities, variable maximum, minimum, and median, and several additional discrete probability distributions.
* MATRIX and CALCULATE both allow IF/THEN/ENDIF programming structures.
* Multivariate normal probabilities using the GHK simulator have been added to MATRIX, CREATE, CALCULATE, and several models.



Econometric Analysis, 4th Edition
グリーン計量経済分析 [改訂4版]
日本語版:エコノミスト社・発行

This popular econometrics text is a frequent companion to LIMDEP. The third edition was published by Prentice Hall in December, 1996. The fourth edition will be published in 1999.


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