Gretl

May 13, 2009 at 12:05 pm

| Gabriel |

I experimented today with Gretl, a cross-platform free and open source statistical package that is designed to be user-friendly. I found it worked very well and was very intuitive. Furthermore it was fast, executing a logit of a large dataset in under a second. Although it is described as being for econometrics the package will work just as well for sociology. It has a pretty good variety of regression commands, not just OLS but things like multinomial logit, poisson, censored data, time-series,  and seemingly-unrelated regression.

The interface is similar to SPSS or Stata’s interactive mode and there is also a scripting mode accessible from the program’s console which uses a “command y x1 x2” syntax very similar to Stata. The only real difference is that the options are prefaced by “–” like in shell-scripting instead of a comma as in Stata. I recommend it to people who are teaching statistics so that each of your students can have a free package on his/her computer. This is especially so if you’re teaching students who lack access to a lab equipped with Stata and the long-term interest in statistics to justify buying Stata themselves. On the other hand it may not be the best package for full-blown quants as it encourages the bad habit of relying on interactive mode and treating scripting as a secondary activity. There’s also the fact that it’s not very popular which will make collaboration and other support (such as finding text editor language modules) difficult.

One note for Stata people, the import filter for Stata files doesn’t recognize the newest Stata format so use the Stata command “saveold” instead of “save” if you plan to have Gretl import your files.

Some mac-specific notes. I was very glad that they provide binaries as I think Fink is so difficult and buggy as to be useless for most people (including me), but of these binaries only the “snapshot” build worked for me. Also, I found that I have to launch X11 before launching Gretl.

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