If you are interested in a policy-related internship, research assistant position, or job, it is often extremely helpful to have at least a basic familiarity with one or more of these software packages.
The R programming language is an open source language and environment for statistical computing and graphics that is being featured in more and more academic courses.
Stata is the statistical package of choice for many Wharton professors and in many government and academic institutions.
SAS, SPSS, Matlab, and other software may be preferred by others, and learning any of these packages makes it easier to learn the others, because there are many similarities.
Having a better understanding of Excel happens to be a good investment of your time, but it is particularly important for policy analysis, and Penn Wharton PPI offers a workshop each semester which can help you learn Excel within the context of policy-related research.