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Stata 11 正式发布! |
2009-07-30
广州博脉 |
StataCorp LP 最新发布的 Stata 11 统计软件现在可以发运了!对 Stata 11 感兴趣的客户,请随时与我们联系:http://www.pomine.com/contactus.aspx w_w_w__.__p__o_m_i_n_e_.c_om
想了解更多 Stata 的情况,请点击 show_software.aspx?pName=Stata w__w_w._p_o_mi_n_e_._c_o_m__ Stata 11 拥有非常多的新特性: w_w_w_.po__m__i_n__e_._c_om_ Multiple imputation- Five univariate imputation methods
- Multivariate normal imputation
- Most estimation commands supported
- Control panel guides you along
- Manage MI datasets
Factor variables [- Indicators for categorical variables
- Interactions—categorical and continuous
- Polynomial terms
- Factorial designs
GMM- Linear and nonlinear models
- One-step, two-step, and iterative estimators
- Cross-sectional, time-series, and panel models
- Easily specify panel-style instruments
- Interactive version just like nl
Marginal analysis - Estimated marginal means
- Predictive margins
- Average marginal effects
- Average adjusted predictions
Fonts in graphics - Italics and bold
- Greek letters
- Mathematical symbols
- Superscripts and subscripts
- Multiple font faces
Competing-risks regression - Time-varying covariates
- Cumulative incidence graphs
- Predict relative subhazards
PDF documentation- Comes with every copy of Stata
- Includes all manuals
- Linked from help files
State-space models - VARMA Models
- Structural time-series models
- Unobserved component models
- Stationary and nonstationary cases
- Kalman filter
Variables Manager - Change storage types, names, and formats
- Add and edit value labels
- Attach notes to variables
- Filter variables
Dynamic-factor models - Unobserved dynamic factors
- Static factor models
- Extracting unobserved factors
Data Editor - Work reproducibly
- Live view of data while you perform analyses
- Filters to focus on subsets of data
- Undo with snapshots
- Enter dates and times easily
Multivariate GARCH models - Diagonal vech model
- ARCH and GARCH terms
- Predict conditional volatitlity
Do-file Editor - Syntax highlighting
- Unlimited file size
- Line bookmarks
- Code folding
Panel-data unit-root tests - Levin–Lin–Chu, Harris–Tzavalis, Breitung, and Im–Pesaran–Shin tests for unit roots
- Fisher-type tests based on augmented Dickey–Fuller and Phillips–Perron tests
- Hadri LM test for stationarity
Mata - Object-oriented programming
- Numerical derivative functions
- Associative arrays
- LAPACK functions
Stata/MP - Multiple imputation
- State-space models
- Dynamic-factor models
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