Some comments that I hope may be of use -

Yes the STATA manuals are very good.  At $495 per set they should be.
Buying individual volumes is not an option as there are many
cross-references between different volumes and the price of the set is
discounted relative to buying individual volumes.  The online manuals are
just a basic summary of the syntax of the commands and are terrible.  Other
commercial packages that I know (e.g. RATS, EVIEWS, MATLAB, GAUSS, ) have
much better help files and distribute their manuals in pdf format along with
the product.  I have switched to R for most of my econometrics partly for
reason of $$ but also for the simple reason that I can get my analysis done
in  R.  For simple econometrics I do return to simpler products or a product
that has a specific purpose  (eg GRETL for basic econometrics , RATS for
time series analysis etc.).

R and STATA are both superb products.  Both are so large that most people
will be familiar with only a small part of each.  Both are
programmable.  Modern or experimental methods can be implemented  in both.
Which programming language you prefer is probably a matter of taste.  If you
can find a person who is working in your field and is familiar with one of
the languages and is willing to help you then my advice would be to use his
expertise regardless of the package that he is using.   One area where R is
much better than STATA would be in finance where R has the advantage of the
superb package Rmetrics.  Any person choosing between R and STATA  should
look for similar packages in their expertise.  The Task Views on CRAN are
very good summaries or R facilities in the areas of econometrics and
finance.

I have added empirical content to a statistics course for mathematics
masters students using R.  I teach empirical econometrics using STATA and
MATLAB (for institutional reasons)  but would prefer yo use R.






On 22/11/06, Robert Duval <rduval@gmail.com> wrote:
>
> I'll answer the ones I know of:
>
> > 4. Manuals (theory included in the manuals).
> Stata manuals are superb. The online help manuals are really minimal,
> but the complete set of manuals for sale is really good. Not only they
> discuss the Stata implementetation, but they give a concise
> theoretical discussion of what the statistical methods are actually
> doing.
>
> While they don't get to talk much about the inner workings of Stata,
> (as some of the R manuals do) I like them much better to the R ones.
>
> Many of the statistical procedures are illustrated with examples using
> the datasets included with the software
>
> > 5. Support (in this aspect there is no comparison with R,
> >     the R list is the best known support).
>
> R list has a better support than Statalist, but still Statalist is
> quite active and helpful.
> Plus they are more polite... no RTFM or stuff like that.
> If you own a Stata license, you can get direct support from somebody
> at StataCorp (in addition to Statalist). This is specially relevant if
> you have questions on how Stata is estimating something, bugs, etc.
>
>
> > 6. Numerical stability.
> Quite stable. The only glitch I've observed is that after new releases
> their routines are not very reliable... meaning they sometimes change
> the way something is being computed and might they mess up something
> that previously was running fine.
>
> Right now Stata 9 is pretty stable, but if Stata 10 would come up in
> the market now, I would probably wait for a couple of months and make
> sure everything is well tested.
>
>
> One last thing, while I abandoned the Stata world to move to R (due to
> $$), I have to say that the only thing I really miss about it is its
> ability to handle large datasets. Stata comes with great Data
> management routines, and it can hold large amount of data in its
> memory.
> Here R is light years behind. This is particularly relevant if you
> have to "clean-up" large datasets before you actually start doing
> statistics.
>
> hope this helps
> robert
>
> On 11/21/06, Kenneth Cabrera <krcabrer@une.net.co> wrote:
> > Hi R users:
> >
> > I want to know if any of you had used
> > Stata or Statgraphics.
> >
> > What are the advantages and disadvantages with
> > respect to R on the following aspects?
> >
> > 1. Statistical functions or options for advanced
> >     experimental design (fractional, mixed models,
> >     greco-latin squares, split-plot, etc).
> > 2. Bayesian approach to experimental design.
> > 3. Experimental design planing options.
> > 4. Manuals (theory included in the manuals).
> > 5. Support (in this aspect there is no comparison with R,
> >     the R list is the best known support).
> > 6. Numerical stability.
> > 7. Implementation of modern statistical approaches.
> >
> > Thank you for your help.
> >
> > Kenneth
> >
> > --
> >
> > ______________________________________________
> > R-help@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com

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