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Allow Likert-type scale data to be used to automatically generate k*k pairwise comparisons, then populate a k x k square by summing the columns, to populate a k x k square matrix, and take the geometric mean of each row, then normalize the geometr...

While automatically transferring the result sheet to a Word document, if the title in the transferred Word page uses sheet name it would be magnificent. Then user all has to do is to save the Word document with the sheet name. While writing the ar...

In a linear hierarchy regression, it is important to know the change in R-squared to know if additional variables in a model increase the association with the predictor variables between the models (independent variables).

Would be nice to be able to integrate the area under the curve in linear and non-linear models.

I think XLSTAT provides partial least squares models but not general least squares. This would be very practical for time series analysis, for instance.

When performing the Kruskal-Wallis analysis of variance on k samples, up until now, you can choose between Dunn, Conover-Iman and Steel-Dwass-Critchlow-Fligner with the addition of Bonferroni correction (for the first two mentioned, respectively) ...

Rolling multiple regression is extremely useful in that it enables you to see how stable the beta coefficients are over time. This is a very common issue that comes up regularly when you deal with financial time series.

Here is a series of references for checking for groups of outliers in the data: https://lemakistatheux.wordpress.com/category/tests-statistique-indices-de-liaison-et-coefficients-de-correlation/les-tests-pour-la-detection-doutliers/

This would be of general interest to a lot of people. It allows to understand how robust is your model if data is removed. See examples here: https://en.wikipedia.org/wiki/Sensitivity_analysis