LIMDEP and NLOGIT

Contents

Description

Key Features in LIMDEP
Key Features in NLOGIT
What's New in LIMDEP 9.0 and NLOGIT 4.0?
Do I need LIMDEP or NLOGIT?
Documentation
LIMDEP Discussion List
Technical Information
Pricing and Order Information

Description

LIMDEP Version 9.0 is an integrated program 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 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 computer program available anywhere. Recognized for years as the standard software for the estimation and manipulation of discrete and limited dependent variable models, LIMDEP 9.0 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.

Key Features ...


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NLOGIT Version 4.0 is an extension of LIMDEP that provides programs for estimation, model simulation and analysis of multinomial choice data, such as brand choice, transportation mode, and all manner of survey and market data in which consumers choose among a set of competing alternatives. NLOGIT has become the premier package for estimation and simulation of multinomial discrete choice models.

NLOGIT provides a very wide array of tools for the analysis of discrete choice, including (heterogeneous) nested logit, generalized nested logit, heteroscedastic extreme value, multinomial (and multiperiod-multinomial) probit, mixed logit and panel (repeated measures) estimators for mixed logit, random utility, multinomial probit, and latent class models. NLOGIT is the only program available that supports mixing stated and revealed choice data sets. NLOGIT 4.0 introduces a simulation package that allows you to analyze alternative scenarios in the context of any estimated discrete choice model with any data set, whether used in estimation or as hold out data for examining model cross validity.

NLOGIT 4.0 includes all the features and capabilities of LIMDEP 9.0 plus NLOGIT’s FIML estimation programs. With the combination of LIMDEP and NLOGIT, NLOGIT 4.0 is the only large package for discrete choice analysis that contains the full set of features of an integrated econometrics program.

Key Features ...


This LIMDEP Web is Copyright of Timberlake Consultants Limited and Econometric Software Inc

Last revised: 8/3/2007