统计学软件综合比较分析

1、eviews相信大家最熟悉了,这是目前高校里面使用最普遍的软件,是tsp(dos版)的windiows版本。其以界面的友善、使用的简单 而著称,基本上操作是傻瓜式,但是非常实用,处理回归方程是它的长处,能处理一般的回归包括多元回归问题。我比较喜欢它的单位根检验和granger因果 关系检验这两个命令,以及协整模型、ARIMA模型。我向入门者推荐这门软件。不过这个软件的劣势在于它的处理过程(傻瓜菜单)是个黑箱,出来的结果可能 会不够精确,有的人可能会为得到一些结论造一些结果,可信度不是很高。(不过对于回归分析我相信对于同一组数据所有软件做出来的结果都是一样的);另一个 不足是只能处理时间序列数据。

tsp软件现在没人用了,因为没有再用dos操作系统了。

2、gauss软件比较强大,在国内有林光平博士《计算计量经济学:计量经济学家和金融分析师GAUSS编程与应用》这本书,附带一个guass软 件的轻量版。这本书非常好,附带有许多已经编好的、可信赖的软件包,你只要编点简单的程序按你的目标把这些软件包串联起来就行了,很简单,这等于是把黑箱 打开了一部分,提高的可信度。遗憾的是我没见到完整的gauss软件,可能有的也是盗版。

3、spss软件。我以前非常喜欢使用这个软件,界面友好,使用简单,但是功能很强大,也可以编程,eviews能处理的它全能处理,另外横截面数 据的处理是它的强项,能处理多变量问题,如进行因素分析、主成份分析、聚类分析、生存分析等。目前我这里有正版的11.5版本。大家学有余力我强力推荐。

4、sas软件。这个软件非常强大,也被吹嘘的很神秘。可以说spss的功能它全有,另外它还带有一些帮助企业决策的功能。但是有两个方面的问题影 响它的使用。一是相对前面几种软件它使用相对比较复杂,不是很容易学;另外sas软件非常大,盗版的太多,一般企业购买正版的较多,对于我们穷苦学生和学 者来说安装正版有点奢侈,我以前机子里装的就是盗版。盗版可能影响数据处理的可信度。

5、mathematica软件。这是一个数学软件,现在有5.0版。使用非常方便,用一些简单的命令就可以得到你要的结果,对数据拟合、模型拟合处理的很好,得到的图形也非常漂亮。以前在本科数学建模的时候经常用,但是统计功能不是很强大。

6、matlab软件。这是一种工科软件,功能非常强大,在建筑、工程中使用比较多,做出来的图形能够用完美来形容,编程能力很强,不过用在统计上有点大才小用,编程也相对复杂。但是用做数学建模绝对是个好的工具。

7、limdep软件。这是一门专业的统计软件,不大,安装盘不到8M,目前版本是8.0。我有正版软件及三大卷使用guide。除了时间序列、横 截面数据外,处理面板数据是它的强项。但是我感觉这个软件使用太复杂了,命令非常复杂,界面也不友好,学习起来太费时间,使用效率不高,我不推荐。

8、stata软件。说到最后才说到她,这才是我的最爱。只能用无数个“太好。。。”来形容。正当我使用limdep软件处理面板数据,做 stochastic frontier analysis模型痛苦万分时,我找到了这个软件,太爽了。这个软件兼有常用的eviews,spss,limdep,gauss有长处,使用简单,真 正是把傻瓜菜单和命令、编程完美结合起来,目前版本是9.0。处理面板数据是它的优势,功能是太多了,技术细节处理的非常好,而且如果你是用正版的话,基 本上每个星期都有在线升级,网站的支持功能也做得非常好。如果你有课题经费报销的话我绝对支持你去买一个正版,绝对值得!

说得这么多,可能弄得有点复杂了,对于上面几种统计软件的选择,对于初学者我有几点建议:

1、只选对的。如果你是入门,依据实用性原则,eviews应是你的首选,其次是spss。依照简单性原则,时间序列用eviews,横截面数据用 spss,面板数据用stata,具体的依照你的水平和处理对象。各种软件各有优劣势。我也是把各种软件结合起来用,根据需要来选择。

2、最好用正版软件。我知道我们都是穷苦子弟,导师课题费使用也很抠门,但是从对你学习的帮助程度、数据处理的可信性来说选正版是理性的。如果真要用盗版的话用eviews和spss吧,简单也有点可信。

3、EXCEL也能做一些简单直观的统计分析,如果已经安装宏的话还能做一些数值分析,也很实用。EVIEWS也能进行面板数据的处理,但是很不方 便。有网友说spss在多元统计分析方面较突出,而eviews在计量经济模型方面较优,二者结合应用比较理想;sas在数据挖掘方面功能较 强,matlab、mathematica软件可能在数值计算方面占优,这些说得很有道理。

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