Department of Economics
Tripolis Campus 22 100,
Tel: +30-2170-230128 (Department), 2710-230132
Dimitrios D. Thomakos
In Applied Econometrics
Scientific Software and Programming
I am an avid fun of all kinds of statistical and econometric software programs and I occasionally collect and try free and shareware programs. Below you will find a list of my favorite programs for doing most of the usual and not-so-usual statistical analysis…
O-Matrix (www.omatrix.com): my favorite programming environment. O-Matrix is the fastest matrix-based computation package in recent tests, is very user friendly and allows for fast prototyping of complex algorithms and easy bookkeeping. I do most of my advanced work using O-Matrix and I have written the toolbox Statistical Time Series Analysis currently in version 2.0.
EViews (www.eviews.com) is a well-known favorite for doing standard and advanced applied econometric work and producing nice graphs easily.
Kyplot (www.kyence.com) is (not well known but) probably the premier spreadsheet-based statistical software package that I am familiar with. It has an Excel-like GUI, it is extremely powerful (both in quantity of commands and breadth of statistical applications), has excellent graphing capabilities and one can do a presentation right from it. You can download a free version of it at http://freestatistics.altervista.org.
S-Plus (www.splus.com) is also well known and does the (few other) things that the above programs cannot do (easily)…In contrast to the above programs though S-Plus is relatively expensive to acquire as an individual. Alternatively you can use R (www.r-project.org) the free S-Plus clone!
Freeware (for a comprehensive list of free statistical software visit http://freestatistics.altervista.org; also try the online, web-based statistical calculation collection at John Pezzullo’s website http://members.aol.com/johnp71/javastat.html)
Dataplot (http://www.itl.nist.gov/div898/software/dataplot/homepage.htm) is a free program for statistical analysis created, provided and updated by the National Institute of Standards and Technology. It offers both a command-line and a GUI version and it can handle a wide variety of complex statistical analyses and graphing. The GUI version is user-friendly, after one masters a few basic things. Its worthwhile the trouble to download (you will need four different executables for the program to run correctly).
MacAnova (http://www.stat.umn.edu/macanova) is a free program for statistical analysis and matrix algebra. Older versions were command-driven but it now features a GUI that improved a lot its easy of use. You can easily import and export data and perform a lot of complex statistical analyses using MacAnova and is worthwhile to download and install. It’s also extensible with macros but that would require that you go deeper in its programming language.
OpenStat 4 (http://www.statpages.org/miller/openstat) is a free program for standard statistical analyses. It is very user-friendly, allows for easy input of your data and produces text results that you can easily incorporate in any word processor.
VisiCube (www.datamology.com) is probably one of the best-designed programs for the visual and exploratory analysis of quantitative data. Its statistical capabilities are very limited but the underlying philosophy of data exploration and presentation is really unique. You need to be patient to appreciate this program, especially in preparing your data for reading and analysis.
For classroom use in introductory and intermediate statistics courses
Stattucino (www.stattucino.com) is a great easy-to-use program for use in the classroom. It does all kinds of analysis expected for a sequence of two statistics courses at the above levels. You don’t even have to download it! Just go online and use the Jave applet that does exactly the same things that the desktop version will do. You need to have your data online though for this choice (or, for small datasets typical for classroom use, type them directly).
Qmulate (www.qmulate.co.zw) is currently in a development stage and will probably go commercial soon. The current version is freeware and worth the effort downloading and installing it. Very easy to use. From the download you will only need the data manager.
Winstats (http://math.exeter.edu/rparris/winstats.html) is a nice little program that does all the needed things for introductory statistics students plus some nice simulations.