ARIMA • ARFIMA • ARCH/GARCH • VAR • VECM • multivariate GARCH • unobserved components model • dynamic factors • state-space models • Markov-switching models • business calendars • correlograms • periodograms • forecasts • impulse–response functions • unit-root tests • filters and smoothers • rolling and recursive estimation • more
time-series and panel data • multiple estimation results • OLS, VARs, VECs, ARIMAs, ARCHs, 3SLS, and more • one equation or thousands • identities • add factors and other adjustments • dynamic or static (one-step-ahead) forecasts • solve simultaneous systems • more
random and fixed effects with robust standard errors • linear mixed models • random-effects probit • GEE • random- and fixed-effects Poisson • dynamic panel-data models • instrumental variables • panel unit-root tests • more
thousands of built-in models • univariate and multivariate models • linear and nonlinear models • continuous, binary, ordinal, and count outcomes • continuous univariate, multivariate, and discrete priors • add your own models • adaptive Metropolis–Hastings sampling • Gibbs sampling • convergence diagnostics • posterior summaries • hypothesis testing • model comparison • more
matrix programming language • optimization • matrix inversions • decompositions • eigenvalues and eigenvectors • LAPACK engine • real and complex numbers • string matrices • numerical derivatives • object-oriented programming • large-scale development projects • more
Import and export data
Excel .xls and .xlsx • CSV • Haver Analytics databases • Federal Reserve Economic Data (FRED) • any ODBC data source including Oracle, SQL Server, Access, MySQL, and DB2 • custom SQL queries through ODBC • more
Intuitive and easy to use.
Once you learn the syntax of one estimator, graphics command, and data management tool, you will effortlessly understand the rest.
Accuracy and reliability.
Stata is extensively and continually tested. Stata's tests produce approximately 4 million lines of output.
One package. No modules.
When you buy Stata, you obtain everything for your statistical, graphical, and data analysis needs. You do not need to buy separate modules or import your data to specialized software.
Write your own Stata programs.
You can easily write your own Stata programs and commands to share with others or to simplify your work using Stata's do-files, ado-files, and matrix-language program, Mata. Moreover, you can benefit from the thousands of Stata community-contributed programs.
Stata offers 27 volumes with more than 14,000 pages of PDF documentation containing calculation formulas, detailed examples, references to the literature, and in-depth discussions. Stata's documentation is a great place to learn about Stata and the statistics, graphics, or data management tools you are using for your research.
Top-notch technical support.
Stata's technical support is known for their prompt, accurate, detailed, and clear responses. People answering your questions have master's and PhD degrees in relevant areas of research.
Stata's YouTube has over 250 videos with a dedicated playlist of methodologies important to economists. And, they are a convenient teaching aid in the classroom.
Get started quickly at using Stata effectively, or even learn how to perform rigorous time-series, panel-data, or survival analysis, all from the comfort of you home or office. NetCourses make it easy.
Stata Press offers books with clear, step-by-step examples that make teaching easier and that enable students to learn and researchers in finance, business, or marketing to implement the latest best practices in analysis.