On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables

DOI10.1007/S00180-017-0776-5MaRDI QIDQ1643009zbMATH OpenOpenAlexFDO

Authors Jason S. Bergtold, Krishna P. Pokharel, Allen M. Featherstone, Lijia Mo

Publication date 18 June 2018

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-017-0776-5

zbMATH Keywords

accuracybenchmark datasetseconometric softwarelogistic regressionmaximum likelihood estimation

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12) Applications of statistics to economics (62P20)

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Cites work

• A comparative study of the reliability of nine statistical software packages
• A Simulation Study to Investigate the Behavior of the Log-Density Ratio Under Normality
• Applied logistic regression
• Conditional specification of statistical models.
• Discrete Choice Methods with Simulation
• Microeconometrics
• Modern regression methods.
• Nonlinear Programming
• Numerical Issues in Statistical Computing for the Social Scientist
• On the accuracy of statistical procedures in Microsoft Excel 97.
• The accuracy of \textit{Mathematica 4} as a statistical package
• Transformations of the explanatory variables in the logistic regression model for binary data

Cited in

(4)

• A comparative study of the reliability of nine statistical software packages
• The reliability of statistical functions in four software packages freely used in numerical computation
• Credibility, Hypothesis Testing and Regression Software
• Estimating multilevel logistic regression models when the number of clusters is low: a comparison of different statistical software procedures

Describes a project that uses

Uses Software

• Excel
• SAS/STAT
• NLOGIT
• aplore3
• LIMDEP
• Mathematica
• R
• Stata
• SAS

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