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[学习资料] (精)SAS、Stata与SPSS的比较(Biostat统计论坛) [推广有奖]

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ereree 发表于 2006-12-13 21:08:00 |显示全部楼层
SAS、Stata与SPSS的比较(汉语版)

  很多人曾问及SAS,Stata 和SPSS之间的不同,它们之中哪个是最好的。可以想到,每个软件都有自己独特的风格,有自己的优缺点。本文对此做了概述,但并不是一个综合的比较。人们时常会对自己所使用的统计软件有特别的偏好,希望大多数人都能认同这是对这些软件真实而公允的一个对比分析。

  SAS
  一般用法。SAS由于其功能强大而且可以编程,很受高级用户的欢迎。也正是基于此,它是最难掌握的软件之一。使用SAS时,你需要编写SAS程序来处理数据,进行分析。如果在一个程序中出现一个错误,找到并改正这个错误将是困难的。
  数据管理。在数据管理方面,SAS是非常强大的,能让你用任何可能的方式来处理你的数据。它包含SQL(结构化查询语言)过程,可以在SAS数据集中使用SQL查询。但是要学习并掌握SAS软件的数据管理需要很长的时间,在Stata或SPSS中,完成许多复杂数据管理工作所使用的命令要简单的多。然而,SAS可以同时处理多个数据文件,使这项工作变得容易。它可以处理的变量能够达到32,768个,以及你的硬盘空间所允许的最大数量的记录条数。
  统计分析。SAS能够进行大多数统计分析(回归分析,logistic回归,生存分析,方差分析,因子分析,多变量分析)。SAS的最优之处可能在于它的方差分析,混合模型分析和多变量分析,而它的劣势主要是有序和多元logistic回归(因为这些命令很难),以及稳健方法(它难以完成稳健回归和其他稳健方法)。尽管支持调查数据的分析,但与Stata比较仍然是相当有限的。
  绘图功能。在所有的统计软件中,SAS有最强大的绘图工具,由SAS/Graph模块提供。然而,SAS/Graph模块的学习也是非常专业而复杂,图形的制作主要使用程序语言。SAS 8虽然可以通过点击鼠标来交互式的绘图,但不象SPSS那样简单。
  总结。SAS适合高级用户使用。它的学习过程是艰苦的,最初的阶段会使人灰心丧气。然而它还是以强大的数据管理和同时处理大批数据文件的功能,得到高级用户的青睐。

  Stata
  一般用法。Stata以其简单易懂和功能强大受到初学者和高级用户的普遍欢迎。使用时可以每次只输入一个命令(适合初学者),也可以通过一个Stata程序一次输入多个命令(适合高级用户)。这样的话,即使发生错误,也较容易找出并加以修改。
  数据管理。尽管Stata的数据管理能力没有SAS那么强大,它仍然有很多功能较强且简单的数据管理命令,能够让复杂的操作变得容易。Stata主要用于每次对一个数据文件进行操作,难以同时处理多个文件。随着Stata/SE的推出,现在一个Stata数据文件中的变量可以达到32,768,但是当一个数据文件超越计算机内存所允许的范围时,你可能无法分析它。
  统计分析。Stata也能够进行大多数统计分析(回归分析,logistic回归,生存分析,方差分析,因子分析,以及一些多变量分析)。Stata最大的优势可能在于回归分析(它包含易于使用的回归分析特征工具),logistic回归(附加有解释logistic回归结果的程序,易用于有序和多元logistic回归)。Stata也有一系列很好的稳健方法,包括稳健回归,稳健标准误的回归,以及其他包含稳健标准误估计的命令。此外,在调查数据分析领域,Stata有着明显优势,能提供回归分析,logistic回归,泊松回归,概率回归等的调查数据分析。它的不足之处在于方差分析和传统的多变量方法(多变量方差分析,判别分析等)。
  绘图功能。正如SPSS,Stata能提供一些命令或鼠标点击的交互界面来绘图。与SPSS不同的是它没有图形编辑器。在三种软件中,它的绘图命令的句法是最简单的,功能却最强大。图形质量也很好,可以达到出版的要求。另外,这些图形很好的发挥了补充统计分析的功能,例如,许多命令可以简化回归判别过程中散点图的制作。
  总结。Stata较好地实现了使用简便和功能强大两者的结合。尽管其简单易学,它在数据管理和许多前沿统计方法中的功能还是非常强大的。用户可以很容易的下载到别人已有的程序,也可以自己去编写,并使之与Stata紧密结合。

  SPSS
  一般用法。SPSS非常容易使用,故最为初学者所接受。它有一个可以点击的交互界面,能够使用下拉菜单来选择所需要执行的命令。它也有一个通过拷贝和粘贴的方法来学习其“句法”语言,但是这些句法通常非常复杂而且不是很直观。
  数据管理。SPSS有一个类似于Excel的界面友好的数据编辑器,可以用来输入和定义数据(缺失值,数值标签等等)。它不是功能很强的数据管理工具(尽管SPS 11版增加了一些增大数据文件的命令,其效果有限)。SPSS也主要用于对一个文件进行操作,难以胜任同时处理多个文件。它的数据文件有4096个变量,记录的数量则是由你的磁盘空间来限定。
  统计分析。SPSS也能够进行大多数统计分析(回归分析,logistic回归,生存分析,方差分析,因子分析,多变量分析)。它的优势在于方差分析(SPSS能完成多种特殊效应的检验)和多变量分析(多元方差分析,因子分析,判别分析等),SPSS11.5版还新增了混合模型分析的功能。其缺点是没有稳健方法(无法完成稳健回归或得到稳健标准误),缺乏调查数据分析(SPSS12版增加了完成部分过程的模块)。
  绘图功能。SPSS绘图的交互界面非常简单,一旦你绘出图形,你可以根据需要通过点击来修改。这种图形质量极佳,还能粘贴到其他文件中(Word 文档或Powerpoint等)。SPSS也有用于绘图的编程语句,但是无法产生交互界面作图的一些效果。这种语句比Stata语句难,但比SAS语句简单(功能稍逊)。
  总结。SPSS致力于简便易行(其口号是“真正统计,确实简单”),并且取得了成功。但是如果你是高级用户,随着时间推移你会对它丧失兴趣。SPSS是制图方面的强手,由于缺少稳健和调查的方法,处理前沿的统计过程是其弱项。

  总体评价
  每个软件都有其独到之处,也难免有其软肋所在。总的来说,SAS,Stata和SPSS是能够用于多种统计分析的一组工具。通过Stat/Transfer可以在数秒或数分钟内实现不同数据文件的转换。因此,可以根据你所处理问题的性质来选择不同的软件。举例来说,如果你想通过混合模型来进行分析,你可以选择SAS;进行logistic回归则选择Stata;若是要进行方差分析,最佳的选择当然是SPSS。假如你经常从事统计分析,强烈建议您把上述软件收集到你的工具包以便于数据处理。
关键词:Biostat Stata BIOS SPSS tata

stata SPSS
ereree 发表于 2006-12-13 21:11:00 |显示全部楼层
A Comparison
Between Stata and SPSSThe following comments on Stata vs SPSS were made on Statalist, digest issues of 2-4 November 2000.
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After studying Stata for about half a year my department asked me to tell them some more about STATA. One of the things my colleages are interested in is what they can do with STATA that they can't do with SPSS. Since I am not very familiar with SPSS I hope to find an answere on the list. Of course I know allready about the great possibilities of programming but I hope to find some answers about not to exotic statistical methods.

Marion de Leeuw
Dept. of Methodology and Statistics
Maastricht University

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I have both Stata and SPSS on my computer. In my opinion, SPSS has only two slight advantages and many, many disadvantages. The two advantages are that it is slightly more user friendly in making complex tables and graphs. But thanks to people like Nick Cox, that difference is decreasing daily. Second, SPSS has a nice routine in their logistic regression model for testing interactions. That is a trivial advantage, however. I have heard that the ANOVA commands in SPSS is also user friendly. I don't use them, however.

The only reason that I keep SPSS on my machine is that I am not pressed for disk space. I rarely use it, whereas I use Stata almost every day. Ever try to run a probit in SPSS? Nearly impossible and the documentation stinks. On the other hand, it is a breeze in Stata.

Todd Wagner
Stanford University

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I don't know if it is a big difference or not, since I don't use SPSS all that much, but Stata has the best support system I have ever seen in any software product. Not only the Stata Staff, but many Stata users respond to the most basic, and complex, questions presented. This is a fantastic advantage to anyone who uses the product.

Donald Spady
Department of Pediatrics
University of Alberta

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The bottom line is that SPSS doesn't do much, although it is (perhaps too) easy to use. For example, it's useful multivariate analysis procedures are pretty much limited to OLS, probit, and logit, with a few less useful additional procedures avialable. SPSS does not have the multiple pooled cross sectional time series routines that Stata has. There are no count procedures (Poisson, negative binomial and the zero routines), and other maximum likelihood estimators such as Tobit, multinomial logit, ordinal logit or probit, and complementary log-log models are not readily avialable.

Additional problems with SPSS include no Huber-White correction for heteroskedascity, and none of Stata's extensive tests that are available after estimation. The anova routines in SPSS are not nearly as comprehensive as those in Stata. The last time I looked at SPSS there weren't any provisions for Cox regression and the other extensive duration analysis procedures that Stata offers. In short, anyone who limits themselves to SPSS would be quite handicaped.

Dave Jacobs
Ohio State University

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One of the things you can do with Stata that you can't do with SPSS is estimate models for complex surveys. Most SPSS procedures will allow weights, but although these will produce correct estimates, the standard errors will be too small (aweights or iweights versus pweights). SPSS cannot take clustering into account at all. This is an important issue, most surveys use a weight variable to take stratification and/or sampling bias (random or due to non-response) into account, but standard programs can lead to incorrect inferences on statistical significance.

There are a lot of user-written programs out there and -webseek- makes it much easier to find solutions to non-standard problems. These problems need not be exotic, one problem that fired up a lot of discussion among a group of us was the comparison of coefficients of nested logistic models. With a downloadable ado file, standardized coefficients and marginal effects can be calculated easily. The only way to do that in SPSS is with a macro that estimates a logistic model using matrix facilities (if you happen to have such a macro, it wouldn't be easy to write one). Alternative fit measures like BIC, AIC, pseudo R^2 measures can be easily added to Stata, in SPSS you'd have to write a visual basic script (assuming that would work).

Stata also has excellent programs for event history analysis or panel data analysis, but perhaps these are "exotic" methods according to you or your colleagues. Well, SPSS is good enough for most purposes, most of the time. What annoys me about SPSS is that it's pace of development is so slow. Only a handful of statistical procedures have been added in the last five years: GLM, NOMREG, PLUM, one or two others. Just glance through a few STBs for comparison. SPSS has concentrated on graphical output since 1995, to the annoyance of many users. Their implementation is an interface nightmare, you have to navigate two scrollbars just to view your *text* output! To hide elements of their pivot tables you choose "hide" from a right-click menu, except in some cases where you choose "ungroup". Add the bugs in the last release and the expensive price/lease, and you've got plenty of arguments in favour of Stata.

John Hendrickx
University of Nijmegen

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SPSS has been around for a very long time; it started off on mainframes, made it to DOS, OS/2 and finally to Windows. Because of its mainframe origins, SPSS started life as a 'data filter'. The data records were processed through a procedure or set of procedures and the results generated in an output stream. In this way, the data was read from disk file for each set of procedures carried out, but not retained in memory. The result was that very large quantities of data could be handled, on computers with limited memory. With RAM costing about $1 per megabyte, this method only serves to slow SPSS down.

Many statistical procedures can be thought of as filters, although this does not apply to techniques such as cluster analysis. The modern PC has developed a moderately complex memory model, with disk caching playing a major role, and in a number of areas SPSS has moved beyond the 'data filter', but much of its operation is still conditioned by this way of working. The interface is very interactive in a computing sense, with mouse, menus, dialog boxes and a help system, but in a statistical sense its operations are generally rather less interactive.

SPSS has its roots in the social sciences and the analysis of questionnaires and surveys is where many of its core strengths lie. Unfortunately, nowadays, one can detect a distinctly Market Research edge to SPSS, but it has also been strengthening its offering in the medical area with the addition of a fairly sophisticated set of survival analysis procedures and the incorporation of routines for exact testing (of course, you have to pay extra for that). SPSS Inc. has frequently incorporated modules developed by other companies or groups into the package and exact testing is a case in point.

SPSS 10 features a new Data Editor which allows you to organize, view, and edit data more efficiently. It now provides the ability for one to enter data and value labels directly onto the grid rather than having to use nested dialogs. Multiple variables can be defined simultaneously.

If what you want to do is available from a menu (or via the command syntax) then you can do it. On the other hand, the macro language only really allows automation of repetitive tasks and allows little scope for the addition of new features (unlike the much superior package, Stata).

For myself, I tend to use a combination of Stata (www.stata.com) for statistics and modeling and SigmaPlot for graphics. I seem to remember a promise some years ago now that Stata was going to come out with a more modern graph editor (hint, hint). Maybe I just missed the announcement. Nevertheless, as has been said, Nick Cox has been extending Stata's graphics capability for years, so who am I to complain. I guess I'm just an aesthete and prefer the beautiful anti-aliased graphics of SigmaPlot to the edgy, utilitarian graphics in Stata. Vive la difference?

The list of procedures that Stata can perform is absolutely stunning. Not only that, but it is fully extensible with its own matrix language, accurate, very well-documented, compact (two 3.5" floppy disks!), and faster than any other stats package on the market.

Your question about which is better is easy: Stata is a far more powerful stats package than SPSS. Lets face it, SPSS is a bloated, over-priced, over-gimmicked, pig of a program. But, as Nick Cox hinted, a comparison of what they can each do would be an enormous task ranging into the thousands of procedures. I would guess (and its just a guess) that there is probably an order of magnitude of difference between the greater number of procedures that Stata can do compared to the number that SPSS can do. It sounds like your department (statistics and methodology) is comprised of power users. Given this, and assuming that they WANT a change, Stata is the way to go. BTW, it seems that some of the larger universities are adopting Stata. The Harvard and UCLA Schools of Public Health are cases in point.

Disclaimer: having said all of this, two of the best statisticians I know still use SPSS version 6.0 in batch mode and they do not appear to face limitations. I guess it all depends on what package you get used to and, thus, how you conceptualize data.

Lee Sieswerda
University of Alberta

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SPSS cannot handle longitudinal panel data. There is supposedly an SPSS macro to do GEE but I've not been able to locate it. Use Stata or SAS.

Peter Lewycky

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I'm pretty sure there are no dedicated panel routines in SPSS, yet the Stata inventory is extensive.

Dave Jacobs
Ohio State University

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Following a sub-thread of the Stata vs SPSS comparison relating to SPSS' facility for analysing panel data, I have an old reference to a GEE macro for SPSS. I have no personal experience with using it and there may well be other resources.

Stoolmiller M and Duncan T. (1997) SPSS GEE macro. Eugene OR: Oregon Research Institute.

Presumably this would be available via an SPSS web site. The plucky and optimistic SPSS user would presumably drill down through a labyrinth of menus, find the -webseek- equivalent in SPSS, make the connection and be informed that a customer service representative would be in touch.... :-)

Dr Philip Ryan
University of Adelaide
收费统计咨询请加扣扣号码:351279224,请注明来意。
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songjiayue 发表于 2006-12-14 16:15:00 |显示全部楼层

this comparation is useful, thank you!

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weihancool 发表于 2007-3-15 01:14:00 |显示全部楼层
谢谢提供信息,呵呵
国士无双
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sunkist123 发表于 2007-5-23 16:59:00 |显示全部楼层

很好的总结啊!!

谢谢楼主

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GUTS 发表于 2009-12-31 11:11:21 |显示全部楼层
非常谢谢楼主
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熊猫大爷 在职认证  发表于 2012-9-19 14:25:07 |显示全部楼层
学习了,感谢您的分享。
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mapengchenga 发表于 2012-9-24 14:25:02 |显示全部楼层
学习学习,感谢楼主的分享
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优墨 发表于 2013-5-13 20:49:02 |显示全部楼层
谢谢
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王雨辰1021 发表于 2013-5-16 13:51:02 |显示全部楼层
谢谢楼主
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