Here are some of my personal favorites, which are freely available on the Internet
LEM can fit latent class models, survival models, and lisrel-type
models for categorical data. The author of the program is Jeroen K. Vermunt.
A manual is also available. This software is used in my course: Seminar: Selected topics in measurement theory. Sample LEM programs for
mixture and latent class signal detection models are available in my 2002 MBR article and on my homepage.
aML aML is now free!
aML allows one to fit multilevel multiprocess models typically
used in econometrics and biostatistics. It can be used
to fit multivariate signal
detection models with and without sample selection, as well as mixture and latent class signal detection models. A sample program for fitting
a multivariate signal detection model with sample selection is given on my homepage.
Mixor can be used for ordinal logistic regression with random
effects; the author is Donald Hedeker. There is also software for regression,
poisson regression, and survival analysis with random effects, as well as a list of publications involving use of the software.
Click on download and directions will follow.
WinBUGS performs Bayesian inference
Using Gibbs Sampling,
and can fit many types of complex models. A users manual and relevant
references are provided. Lately I've been using the open version, OpenBUGS, some sample programs are given on my homepage.
R is an environment for statistical computing and graphics; it
is similar to the commercially available software S-PLUS.
It can be used for
many types of statistical analysis and, thanks to contributed packages, can fit many types of advanced models.
Next are commercially available software that I like and also use in some of my courses
Latent Gold is software for latent class and mixture models, including models with continuous latent variables. Version 4.5 includes
syntax that allows one to fit a wide variety of models, including the unequal variance SDT model, latent class SDT, mixture SDT,
multivariate SDT, and even multivariate models with sample selection. Examples can be found in many of my articles, I use this
software extensively in my research.
Mplus is software for structural equation modeling. A nice feature
is that it can also be used for latent class models, and
structural equation/latent class models. Some sample programs for using Mplus to fit latent class and mixture signal detection models
can be found on my homepage and on my presentations page. This software is used in my course: Latent Structure Analysis.
HLM is software for hierarchical linear and nonlinear modeling.
The latest version is very user friendly. This software
is used in my
course: Multilevel and longitudinal data analysis, along with Mplus.
Stata is a general statistical package. It offers many types
of analysis and models, including many add-ons. One I find of particular interest
is GLLAMM, which is a Stata program to fit generalized linear latent and mixed models. Note: TC students, faculty, and staff can obtain
this software at a significant discount because the computing center at Columbia has an arrangement with Stata to distribute the
software through their Gradplan program; for details click here.