If you are a statistician or you intend to work more intensively with statistics in the future, I would suggest you to give a try with R (http://www.r-project.org/), which is a freely available on Internet. This program might have a slower learning curve than SPSS (but not wrt Stata), that is to say, you have to invest more time at the beginning to learn how to program with it. But once you have understood how it works with the basic objects (vectors, factors, matrices, data frames, etc.), it becomes easier. And you can do practically everything with this program, differently from SPSS. Also Stata is a good program, but not free. I don't have a long experience with it, so I cannot tell you much. As concerns SPSS, as a statistician I cannot give you a good advice about it, it is more for business people who work sporadically with statistics.
In my view spss pros are its more friedly interface and widespread usage. The con is the price.
If you are a statistician or you intend to work more intensively with statistics in the future, I would suggest you to give a try with R (http://www.r-project.org/), which is a freely available on Internet. This program might have a slower learning curve than SPSS (but not wrt Stata), that is to say, you have to invest more time at the beginning to learn how to program with it. But once you have understood how it works with the basic objects (vectors, factors, matrices, data frames, etc.), it becomes easier. And you can do practically everything with this program, differently from SPSS. Also Stata is a good program, but not free. I don't have a long experience with it, so I cannot tell you much. As concerns SPSS, as a statistician I cannot give you a good advice about it, it is more for business people who work sporadically with statistics.
I very much agree with Emanuele. I consider SPSS as a kind of "dinosaur". As far as low-cost commercial stats software is concerned, MINITAB is the best choice, in my view. If you want to spend more money on good commercial software then turn to SAS, which is widely used in industry, banking, pharmaceutical and medical research.
R is definitely the right choice when you need a flexible statistical software, and you can import data from all the common databases and statistics packages, and export the results of your analyses in R to external databases, SPSS, SAS, ... The script languages in SPSS and SAS cannot compete with R's programming language. The disadvantage with R is the lack of a graphical user interface (GUI); if you like, however, palettes, buttons, dragging and dropping then either one of SPSS, SAS, Minitab, Stata, ... should be your choice.
Besides good and plentiful introductory R books (e.g. C.T. Eksstroem: The R Primer, Chapman and Hall 2012), for a good introduction to analyzing econometric models I very much recommend the book by Kleiber, Ch. and Zeileis, A.: Applied Econometrics with R, Springer 2008.
Thank you very much for your answers. As far as I understand there are variety of programs which can be used, but that depends also on the area of knowledge. In social sciences (or at least in my university) the most popular are SPSS and Stata. I don't know if R, MINITAB or SAS could be used in doing empirical sociological research.
The link below shows the functions of each software
http://www.analyticbridge.com/group/productreviews2/forum/topics/product-reviews-comparing-r-matlab-sas-stata-spss
I'm using SPSS and SAS. SAS is very powerful and flexible than SPSS, moreover, it can manage data much better. SPSS is good for simple task and it is user friendly but when dataset is large, it is not stable and resource consuming, leading system down. I usually use SAS for general analysis and SPSS for graph because it is easier and more beautiful. But SAS is more expensive than SPSS
R is very good, powerful and free, but the programming skill should be very good.
I have used SPSS and it was easy to use. I do not have a knowledge of stata so cannot compare - sorry.
I have been in this since the late 70s and feel I have a lot of perspective. Right now I have to say Stata is definitely the up and coming program. I don't use it and don't even like it that much, but it is doing to SAS (long the leader in academics) what SAS did to SPSS (the leader before that). R is an interesting alternative, but you are depending on the quality of routines written by developers all over the place. Stata does a good job of marrying commercial software with the ability to integrate user-developed routines. In the meantime, if you are a student, you can get MYSTAT, a free version (also a previous version) of SYSTAT, for free from WWW.SYSTAT.COM, with the only limitation that you can only work with 50 variables. It also does not have the advanced statistics in the full version. Bob
Can anyone suggest me some good books to do financial modeling with Matlab or R
Choosing a Statistical Software Package:Comparison of Stata VS SPSS in following link:
http://fmwww.bc.edu/GStat/docs/StataVSPSS.html
Both of them are good for another things. Try them and decide.
https://www.apponfly.com/en/application/stata?KAI
https://www.apponfly.com/en/application/ibm-spss-statistics-standard?KAI
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