[讨论]SAS,MATLAB,R等，用哪个好？

galluplinc

SPSS, SAS, RATS are all fine for business PhD, if you want to study forecasting & time series, you will definitely need to know EViews

qiushi_wu

To Yession,
R+SAS吧
R是开源的，学起来比较方便。因为数据以array方式排列，程序比较灵活。
SAS处理大型数据时有优势，SAS的help文件是一个很好的学习统计学的方法，不过上手可能要点时间。

yession

谢谢大家了 看样子支持SAS的人比较多 只是MATLAB的比较少

lesliejy

I am personally inclined to using Matlab and Mathematica for financial econometrics and computational  finance (some recursive models). R is contributed by various people and it is completely free. therefore,  you have to be cautious with R if you get some weired results. (Same for octave, which is a open-resource version of Matlab.)

Matlab works, for the moment, very well given my needs (OLS, GMM, SMM, DP, etc.) Most, if I can say so, matrix related operations can be efficiently evaluated by Matlab, as indicated by its name... To my experience, Mathematica can be used in solving (partial) differential equation, evaluating integrals, calculating derivatives. (I am not saying Mathematica can not do OLS, GMM, ...) Of course, when you need a very computational intensive code (with possible large memory requirement), you probably want to study c++, for instance.

立雪

R is the most preferred language by some business professors. Harvard KSG requires all graduate students to learn R...and I believe their business school recommends that, too.

Then either one of SAS/STATA works, but in accounting SAS is preferred.

kndx5

well, R is prefered just because it is free.

立雪

I don't think those professors care about which one is free and which is not....They don't need to pay for what they use.....

himalaya1985

R和matlab 不会太难的

Dante

sas for data manipulation

stata for regression

matlab for  theoretical models

so u d better learn all of them.....

qiushi_wu

to yession:

Accounting的话，基本研究方法都是比较固定的，主要是回归分析什么的，因此SAS用得比较普遍。而且因为你们的数据多来自于现成的数据库，用SAS链接数据库相对比较方便，另外可以多多利用SAS里面的proc sql命令，会省很多时间。

Matlab功能很强大，搞理工科的人用得比较多。

R 是我的首选软件，因为我现在做的程序都得自己写，基本没有很多现成的程序可以用，R比较灵活，而且开源，可以快速学到很多编程的技巧。另外S-plus是最优秀的统计软件之一，R语言结构和S一样，学了一个就会用两个，相互取长补短。R的缺点是处理不了大型数据（G级别的），一般G级别的也只能靠SAS了。

Eviews基本不算统计软件，相当于一个插件。基本用来弄弄简单的时间序列。Accounting的话我觉得用到的机会不多。

其它软件我还用过Gauss,我这里老板们都在用的，挺不错，但是R的开源性让我一直不switch到和他们用同一个软件，即使有时我要在两者之间转译。Stata做计量的很流行，可能只是稍微用过几次的原因，个人不太习惯用。

综合而言，建议你用SAS吧，如果做研究中自己有些方法上的创新的话，学个R补充一下吧。

qiushi

[此贴子已经被作者于2008-10-8 10:38:27编辑过]