gretl vs SAS/STAT

gretl is a free, open-source desktop package for econometric analysis, available for Linux, macOS, and Windows. It includes statistical tests and regression models, with estimators such as least squares, maximum likelihood, GMM, and regularized methods including LASSO, Ridge, and elastic net. Time-series tools cover ARIMA, GARCH-type models, VARs, VECMs, unit-root and cointegration tests, and the Kalman filter. It also supports panel-data estimators and limited dependent-variable models, including probit and dynamic panel methods based on GMM. Users can script in hansl and export models as LaTeX tables or equations. Data formats include CSV, Excel, OpenDocument, Stata, SPSS, EViews, and others. gretl exchanges data and results with GNU R, GNU Octave, Python, Julia, Ox, and Stata, and supports machine learning via LIBSVM and mixed time-series frequencies via MIDAS. It is distributed under the GNU GPL, which permits redistribution and modification. The maker notes its statistical-method coverage is less comprehensive than GNU R's.

SAS/STAT is statistical analysis software for specialized and enterprise-wide analytics. Its library includes more than 90 procedures for methods such as regression, survey and survival analysis, multiple imputation and Bayesian modeling. Other documented areas include ANOVA, categorical, cluster, multivariate and nonparametric analysis, as well as propensity scores and causal treatment-effect estimation. Methods are available for small data sets, missing values and large data tasks. SAS describes 14 SAS/STAT procedures as multithreaded and makes 12 SAS High-Performance Statistics procedures available for single-machine use. Predictive modeling options include regression, generalized additive, mixed and nonlinear models, and decision trees. Hundreds of statistical graphs and customizable graphics are included. SAS says the software runs on major computing platforms, accesses nearly any data source and integrates into computing environments. A free trial provides access to SAS Viya in a private trial environment. Pricing is available on request. SAS lists SAS/STAT on the SAS Viya platform and SAS/STAT 15.4 among its most recent releases.