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From |
"Goerner, Thomas" <Thomas.Goerner@NERA.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Stata v. SAS OLS |

Date |
Fri, 22 Apr 2005 09:08:09 -0400 |

Hi, I am having some trouble trying to match OLS regression output done in SAS to a OLS regression done in STATA. Basically, I was given a SAS program, and when run on SAS, it produces the exact results we are looking for. However, I'm trying to "convert" it into a STATA program. The program itself appends and merges a number of datasets, creates some variables from the final merged dataset using some simple arithmetic commands, drops certain observations, and then runs a OLS regression on certain variables. It is really not all that complex of a program, but I cannot for the life of me get my STATA regression results to match the SAS results. This is made even more bizarre by how similar the final datasets appear to be. All of the summary statistics (i.e. mean, std. Dev., max, min, number of observations) are identical in both programs. Moreover, I generated an "id" variable that simply numbers the observations in the first (and largest dataset) in both programs, and after all the datasets are merged and transformed, both datasets contain the exact same observations from that first dataset (e.g. the id variables from both programs are identical). When I run the regressions in STATA, the coefficients for the variables all come very, very close, if not exactly the same as the coefficients in SAS. The only exception to this is the constant, which bizarrely is nearly 100 times larger than the constant in SAS. And I cannot figure out why! Does anyone know what would cause supposedly identical datasets to produce such different results in the constants? I have a pocket theory that it is because the programs treat blanks and zeros differently, but I have been unable to prove it, and the problem could very well be something else. If anyone can offer any help, I would greatly appreciate it! Thanks. Thomas _______________________________ Thomas Goerner NERA White Plains 50 Main St. White Plains, NY 10606 Tel: 1-914-448-4009 Fax: 914-448-4040 _____________________________________________________________ This e-mail and any attachments may be confidential or legally privileged. If you received this message in error or are not the intended recipient, you should destroy the e-mail message and any attachments or copies, and you are prohibited from retaining, distributing, disclosing or using any information contained herein. Please inform us of the erroneous delivery by return e-mail. Thank you for your cooperation. _____________________________________________________________ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Stata v. SAS OLS***From:*"Eric G. Wruck" <ewruck@econalytics.com>

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