Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: Stata v. SAS OLS


From   SR Millis <[email protected]>
To   [email protected]
Subject   Re: st: RE: Stata v. SAS OLS
Date   Fri, 22 Apr 2005 06:27:36 -0700 (PDT)

It would be hlpeful if you provided the SAS code used.

SR Millis

> 
> > -----Original Message-----
> > From: [email protected] 
> > [mailto:[email protected]] On
> Behalf Of 
> > Goerner, Thomas
> > Sent: Friday, April 22, 2005 9:08 AM
> > To: [email protected]
> > 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
> > 	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/
> > 
> 
> -----------------------------------------
> CONFIDENTIALITY NOTE:  This e-mail message,
> including any  attachment(s),
> contains information that may be confidential, 
> protected by the attorney-
> client or other legal privileges, and/or 
> proprietary non-public
> information.  If you are not an intended  recipient
> of this message or an
> authorized assistant to an intended  recipient,
> please notify the sender by
> replying to this message and  then delete it from
> your system.  Use,
> dissemination, distribution,  or reproduction of
> this message and/or any of
> its attachments (if  any) by unintended recipients
> is not authorized and
> may be unlawful.
> 
> 
> *
> *   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/
> 


Scott R Millis, PhD, MEd, ABPP (CN & RP)
Director of Research - Dept of PM&R
Wayne State University School of Medicine
Rehabilitation Institute of Medicine
261 Mack Blvd
Detroit, MI 48201

Tel: 313-993-8085
Fax: 313-745-9854

*********************************************************
This electronic message may contain information that is confidential
and/or legally privileged. It is intended only for the use of the
individual(s) and entity named as recipients in the message. If you are
not an intended recipient of this message, please notify the sender
immediately and delete the material from any computer. Do not deliver,
distribute or copy this message, and do not disclose its contents or
take any action in reliance on the information it contains. Thank you.






*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index