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LIMDEP 11 Documentation

The LIMDEP 11 documentation with over 2,500 pages, contains full reference guides for the program, background econometrics, and sample applications. The LIMDEP documentation consists of two guides: 

LIMDEP 11 Reference Guide

The LIMDEP 11 Reference Guide provides all instructions for operating the program, including installation, invocation, and most of the basic setup operations that precede model estimation. These operations include reading and transforming data and setting the sample. This manual also describes the optimization procedures, how to use the matrix algebra package and scalar scientific calculator as stand alone tools and as part of LIMDEP programs, what types of results are produced by the program, and some of the common features of the model estimation programs, such as how to do post estimation analysis of model results, including partial effects and simulation. The LIMDEP Reference Guide also includes a complete listing of the program diagnostics. 

LIMDEP 11 Econometric Modeling Guide

The LIMDEP 11 Econometric Modeling Guide provides the econometric background, LIMDEP commands, and examples with data, commands and results. Topics are arranged by modeling framework, not by program command. There are chapters on

  • Descriptive statistics
  • Linear regression
  • Panel data analysis
  • Heteroscedasticity
  • Binary choice models
  • Models for count data
  • Censored and truncated data
  • Survival models
  • Nonlinear regression
  • Time series models
  • Nonlinear optimization
  • Sample selection models

and many others. Each model fit by the program is fully documented. The full set of formulas for all computations are shown with complete mathematical documentation of the models. Additional chapters in this guide show how to do numerical analysis and how to program your own estimators.

NLOGIT 6 Documentation

NLOGIT 6 includes all of LIMDEP 11. The complete NLOGIT 6 documentation, with over 3,000 pages, consists of the two LIMDEP 11 Guides plus a separate NLOGIT 6 Reference Guide.  

NLOGIT 6 Reference Guide

With over 600 pages, the NLOGIT 6 Reference Guide includes complete instructions for specifying and estimating discrete choice models with NLOGIT. To provide a total picture of the use of NLOGIT in analyzing discrete choice data, the NLOGIT Reference Guide incorporates documentation of the foundational discrete choice models described in detail in the LIMDEP Econometric Modeling Guide, including binary choice and ordered choice models. Second, we have included extensive explanatory text and dozens of examples, with applications, for every technique and model presented.

 

 

 

NLOGIT完整计量经济学软件包|横截面(cross section)|时间序列|面板数据(panel data)|多项选择数据(multinomial choice data)

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