Multivariate statistics is a subdivision of statistics encompassing the simultaneous observation and analysis of more than one outcome variable, i.e., multivariate random variables. Multivariate statistics concerns understanding the different aims and background of each of the different forms of multivariate analysis, and how they relate to each other. The practical application of multivariate statistics to a particular problem may involve several types of univariate and multivariate analyses in order to understand the relationships between variables and their relevance to the problem being studied.
SPSS Statistics is a statistical software suite developed by IBM for data management, advanced analytics, multivariate analysis, business intelligence, and criminal investigation. Long produced by SPSS Inc., it was acquired by IBM in 2009. Versions of the software released since 2015 have the brand name IBM SPSS Statistics.
SAS is a statistical software suite developed by SAS Institute for data management, advanced analytics, multivariate analysis, business intelligence, criminal investigation, and predictive analytics. SAS' analytical software is built upon artificial intelligence and utilizes machine learning, deep learning and generative AI to manage and model data. The software is widely used in industries such as finance, insurance, health care and education.
SUDAAN is a proprietary statistical software package for the analysis of correlated data, including correlated data encountered in complex sample surveys. SUDAAN originated in 1972 at RTI International. Individual commercial licenses are sold for $1,460 a year, or $3,450 permanently.
gretl is an open-source statistical package, mainly for econometrics. The name is an acronym for GnuRegression, Econometrics and Time-seriesLibrary.
Stata is a general-purpose statistical software package developed by StataCorp for data manipulation, visualization, statistics, and automated reporting. It is used by researchers in many fields, including biomedicine, economics, epidemiology, and sociology.
JMP is a suite of computer programs for statistical analysis and machine learning developed by JMP, a subsidiary of SAS Institute. The program was launched in 1989 to take advantage of the graphical user interface introduced by the Macintosh operating systems. It has since been significantly rewritten and made available for the Windows operating system.
In econometrics, the seemingly unrelated regressions (SUR) or seemingly unrelated regression equations (SURE) model, proposed by Arnold Zellner in (1962), is a generalization of a linear regression model that consists of several regression equations, each having its own dependent variable and potentially different sets of exogenous explanatory variables. Each equation is a valid linear regression on its own and can be estimated separately, which is why the system is called seemingly unrelated, although some authors suggest that the term seemingly related would be more appropriate, since the error terms are assumed to be correlated across the equations.
In statistics, an augmented Dickey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. The alternative hypothesis depends on which version of the test is used, but is usually stationarity or trend-stationarity. It is an augmented version of the Dickey–Fuller test for a larger and more complicated set of time series models.
S-PLUS is a commercial implementation of the S programming language sold by TIBCO Software Inc.
In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation at lag 1 in the residuals from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample distribution of this ratio was derived by John von Neumann. Durbin and Watson applied this statistic to the residuals from least squares regressions, and developed bounds tests for the null hypothesis that the errors are serially uncorrelated against the alternative that they follow a first order autoregressive process. Note that the distribution of this test statistic does not depend on the estimated regression coefficients and the variance of the errors.
RATS, an abbreviation of Regression Analysis of Time Series, is a statistical package for time series analysis and econometrics. RATS is developed and sold by Estima, Inc., located in Evanston, IL.
The following tables compare general and technical information for a number of statistical analysis packages.
TSP is a programming language for the estimation and simulation of econometric models. TSP stands for "Time Series Processor", although it is also commonly used with cross section and panel data. The program was initially developed by Robert Hall during his graduate studies at Massachusetts Institute of Technology in the 1960s. The company behind the program is TSP International which was founded in 1978 by Bronwyn H. Hall, Robert Hall's wife. After their divorce in April 1983, the asset of TSP was split into two versions, and subsequently the two versions have diverged in terms of interface and types of subroutines included. One version is TSP, still developed by TSP International. The other version, initially named MicroTSP, is now named EViews, developed by Quantitative Micro Software.
PSPP is a free software application for analysis of sampled data, intended as a free alternative for IBM SPSS Statistics. It has a graphical user interface and conventional command-line interface. It is written in C and uses GNU Scientific Library for its mathematical routines. The name has "no official acronymic expansion".
In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation between observations from different timepoints. Although some believe that GEEs are robust in everything, even with the wrong choice of working correlation matrix, generalized estimating equations are robust only to loss of consistency with the wrong choice.
In statistics, the Breusch–Godfrey test is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models to observed data series. In particular, it tests for the presence of serial correlation that has not been included in a proposed model structure and which, if present, would mean that incorrect conclusions would be drawn from other tests or that sub-optimal estimates of model parameters would be obtained.
LIMDEP is an econometric and statistical software package with a variety of estimation tools. In addition to the core econometric tools for analysis of cross sections and time series, LIMDEP supports methods for panel data analysis, frontier and efficiency estimation and discrete choice modeling. The package also provides a programming language to allow the user to specify, estimate and analyze models that are not contained in the built in menus of model forms.
