The American Institutes for Research offers a free application called AM Statistical Software (Windows only). The application is still in early development, but it already offers several modeling and replication procedures, including OLS, logit, probit and marginal maximum likelihood procedures. Most impressive, however, is the application’s optional Data Transfer Component, which can import and export SAS, Stata, SPSS, and many other data formats. I was able to use the application to read an SPSS file that the foreign package for R couldn’t handle. AMSS is worth a try, even if all you need to do is convert a dataset.
The only trouble I had installing and running AM Statistical Software was that the help system didn’t install. [Update: Earlier I wrote that the UI was buggy, but I now think that was due to Vista, not AMSS.]
