Documentation

One full set of hard copy manuals is included with each single user licenser order and with each site license order. The LIMDEP 9.0 documentation consists of three guides: the LIMDEP 9.0 Reference Guide and the LIMDEP 9.0 Econometric Modeling Guides, Volumes 1 and 2. The NLOGIT 4.0 documentation consists of four guides: the three LIMDEP guides and the NLOGIT Reference Guide.
Extra manual sets may be purchased in conjunction with a multi-user site license.

LIMDEP 9.0 Documentation

The LIMDEP 9.0 set of manuals, with over 2,500 pages, contains full reference guides for the program, background econometrics, and sample applications. The LIMDEP documentation consists of two parts:

LIMDEP 9.0 Reference Guide

The LIMDEP 9.0 Reference Guide provides all instructions for operating the program, including installation, invocation, and most of the basic setup operations that precede model estimation. These operations include reading and transforming data and setting the sample. This manual also describes the optimization procedures, how to use the matrix algebra package and scalar scientific calculator as stand alone tools and as part of LIMDEP programs, what sorts of results are produced by the program, and some of the common features of the model estimation programs, such as how to do post estimation analysis of model results. Two other components of the Reference Guide are a summary of how the model commands are documented in the Econometric Modeling Guide and a complete listing of the program diagnostics.

LIMDEP 9.0 Econometric Modeling Guide, Volume 1 and Volume 2

The 38 chapters of this guide are arranged in two volumes. These provide the econometric background, LIMDEP commands, and examples with data, commands and results. Topics are arranged by modeling framework, not by program command. There are chapters on

Descriptive statistics
Linear regression
Panel data analysis
Heteroscedasticity
Binary choice models
Models for count data
Censored and truncated data
Survival models
and many others. Each model fit by the program is fully documented. The full set of formulas for all computations are shown in this manual with the full mathematical documentation of the models. Additional chapters in this guide show how to do numerical analysis, how to program your own estimators, and provide a full listing of diagnostics.

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