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Re: st: RE: Stata v. SAS OLS


From   SR Millis <srmillis@yahoo.com>
To   statalist@hsphsun2.harvard.edu
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: 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
> > 	50 Main St.
> > 	White Plains, NY 10606
> > 	Tel: 1-914-448-4009
> > 	Fax: 914-448-4040 
> >
>
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> >   
> >
>
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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

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