Abstract
The reliability of several statisitcal software packages was examined using the National Institute of Standards and Technology linear and nonlinear least squares datasets and models. Software tested include Excel 2007, GAMS 23.4, GAUSS 9.0, LIMDEP 8.0, Mathematica 7.0, MATLAB 7.5, R 2.10, SAS 9.1, SHAZAM 10, and Stata 10. While some of these packages have been previously examined, others, including GAMS and MATLAB, have not been extensively examined. Reliability tests indicate improvements in some of the software packages that were previously tested, but some of these packages failed reliability tests under certain conditions. The findings underscore the need to benchmark software packages to ascertain reliability before use and the importance of solving econometric problems using more than one package.
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