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From |
"Eric G. Wruck" <ewruck@econalytics.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Stata v. SAS OLS |

Date |
Fri, 22 Apr 2005 09:47:44 -0400 |

If you have Stat Transfer available, you could run the following experiment: -- transfer your SAS data set to Stata & run the regression in Stata -- transfer your Ststa data set to SAS & run the regression in SAS I would think this would reveal something. Eric >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 -- =================================================== Eric G. Wruck Econalytics 2535 Sherwood Road Columbus, OH 43209 ph: 614.231.5034 cell: 614.327.4182 fax: 614.231.5039 eFax: 614.573.6639 eMail: ewruck@econalytics.com website: http://www.econalytics.com ==================================================== * * 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**:**st: Simultaneous Equation Endogenous Variable is Dicrete with Three Choices***From:*"Xuefeng (John) Jiang" <jiang@uga.edu>

**References**:**st: Stata v. SAS OLS***From:*"Goerner, Thomas" <Thomas.Goerner@NERA.com>

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