gretl vs Stata

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.

Stata is a locally installed desktop platform for data management, exploration, visualization, statistical analysis, reporting, and reproducible research. Its methods include regression, time-series, panel-data, survival, causal inference, Bayesian analysis, and machine learning. Data import options include Excel, CSV and delimited text, SAS, SPSS, Parquet, dBase, SQL databases via JDBC or ODBC, FRED, and Haver. Stata also supports Python, Jupyter Notebook, Java, and other integrations. Reports can be exported to Word, Excel, PDF, HTML, and Markdown, while graphs can be exported to EPS, PNG, PDF, SVG, or TIFF. It runs on Linux, macOS, and Windows; it is not SaaS. Prof+ annual license prices start at $175 a year and require eligibility as faculty or staff at an accredited, degree-granting university, with proof of affiliation. Instructors can request a free one-week license, and eligible instructors can request a free six-month Stata/BE license for undergraduate classes. The platform states it has no extra modules or hidden costs.