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st: RE: Stata v. SAS OLS


From   "Steichen, Thomas J." <SteichT@rjrt.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Stata v. SAS OLS
Date   Fri, 22 Apr 2005 09:19:53 -0400

Are there some log() manipulations and does Stata treat that nomenclature in the same way as SAS?

Given the difference is in the constant, have you somehow added a constant to the response (equal to the difference in the
regression constants)?


Thomas J. Steichen
steicht@rjrt.com
----------------------------------------------------------------------------
  Facts do not cease to exist because they are ignored. - Aldous Huxley
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> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Goerner, Thomas
> Sent: Friday, April 22, 2005 9:08 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Stata v. SAS OLS
> 
> 
> 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
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