Sunday, December 18, 2011
Sunday, November 27, 2011
comparing R, Matlab, SAS, STATA, SPSS
The following table compares the standard procedures of the five packages in detail. By "standard" I mean built-in or readily available from the official or widely known and reliable public web-sites.
| TYPE OF STATISTICAL ANALYSIS | R | MATLAB | SAS | STATA | SPSS |
| Nonparametric Tests | Yes | Yes | Yes | Yes | Yes |
| T-test | Yes | Yes | Yes | Yes | Yes |
| ANOVA & MANOVA | Yes | Yes | Yes | Yes | Yes |
| ANCOVA & MANCOVA | Yes | Yes | Yes | Yes | Yes |
| Linear Regression | Yes | Yes | Yes | Yes | Yes |
| Generalized Least Squares | Yes | Yes | Yes | Yes | Yes |
| Ridge Regression | Yes | Yes | Yes | ||
| Lasso | Yes | Yes | Experimental | ||
| Generalized Linear Models | Yes | Yes | Yes | Yes | Yes |
| Mixed Effects Models | Yes | Yes | Yes | Yes | Yes |
| Logistic Regression | Yes | Yes | Yes | Yes | Yes |
| Nonlinear Regression | Yes | Yes | Yes | ||
| Discriminant Analysis | Yes | Yes | Yes | Yes | Yes |
| Nearest Neighbor | Yes | Yes | Yes | Yes | |
| Factor & Principal Components Analysis | Yes | Yes | Yes | Yes | Yes |
| Copula Models | Yes | Yes | Experimental | ||
| Cross-Validation | Yes | Yes | Yes | ||
| Bayesian Statistics | Yes | Yes | Limited | ||
| Monte Carlo, Classic Methods | Yes | Yes | Yes | Yes | Limited |
| Markov Chain Monte Carlo | Yes | Yes | Yes | ||
| Bootstrap & Jackknife | Yes | Yes | Yes | Yes | |
| EM Algorithm | Yes | Yes | Yes | ||
| Missing Data Imputation | Yes | Yes | Yes | Yes | Yes |
| Outlier Diagnostics | Yes | Yes | Yes | Yes | Yes |
| Robust Estimation | Yes | Yes | Yes | Yes | |
| Longitudinal (Panel) Data | Yes | Yes | Yes | Yes | |
| Survival Analysis | Yes | Yes | Yes | Yes | Yes |
| Path Analysis | Yes | Yes | Yes | ||
| Propensity Score Matching | Yes | Yes | Limited | ||
| Stratified Samples (Survey Data) | Yes | Yes | Yes | Yes | Yes |
| Experimental Design | Yes | Yes | |||
| Quality Control | Yes | Yes | Yes | Yes | |
| Reliability Theory | Yes | Yes | Yes | Yes | Yes |
| Univariate Time Series | Yes | Yes | Yes | Yes | Limited |
| Multivariate Time Series | Yes | Yes | Yes | Yes | |
| Markov Chains | Yes | Yes | |||
| Hidden Markov Models | Yes | Yes | |||
| Stochastic Volatility Models | Yes | Yes | Limited | Limited | Limited |
| Diffusions | Yes | Yes | |||
| Counting Processes | Yes | Yes | Yes | ||
| Filtering | Yes | Yes | Limited | Limited | |
| Instrumental Variables | Yes | Yes | Yes | Yes | |
| Simultaneous Equations | Yes | Yes | Yes | Yes | |
| Splines | Yes | Yes | Yes | ||
| Nonparametric Smoothing Methods | Yes | Yes | Yes | Yes | |
| Extreme Value Theory | Yes | Yes | |||
| Variance Stabilization | Yes | Yes | |||
| Cluster Analysis | Yes | Yes | Yes | Yes | Yes |
| Neural Networks | Yes | Yes | Yes | Limited | |
| Classification & Regression Trees | Yes | Yes | Yes | Limited | |
| Boosting Classification & Regression Trees | Yes | Yes | |||
| Random Forests | Yes | Yes | |||
| Support Vector Machines | Yes | Yes | |||
| Signal Processing | Yes | Yes | |||
| Wavelet Analysis | Yes | Yes | Yes | ||
| ROC Curves | Yes | Yes | Yes | Yes | Yes |
| Optimization | Yes | Yes | Yes |
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