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st: OLS parameters differences Stata vs SPSS


From   Gerardo MagaƱa <lgmzaga@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: OLS parameters differences Stata vs SPSS
Date   Thu, 29 Jun 2006 13:45:57 +0200

Hi.

Sorry for this silly question......I'm running an OLS regression both in Stata and SPSS, to replicate the Mankiw-Romer model. Nevertheless, the output parameters from both programs are substantial different. The problem is that the parameters from SPSS resembles very well the original results of Mankiw-Romer.
Does anybody knows why the difference in the parameters estimation? Is it possible to alter the way stata runs the OLS procedure ?
Thanks for your kindly help.
Gerardo



From: Roger Harbord <roger.harbord@bristol.ac.uk>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
CC: turnere@ohsu.edu
Subject: Re: st: Re: metareg w/ clustering?
Date: Thu, 29 Jun 2006 12:08:42 +0100

-metareg- does meta-analysis regression, aka. meta-regression. It assumes you have summary data for an outcome and its variance within each group/study, similar to -vwls-, except it estimates an additional between-group/study variance component tau-squared. Using regular regression with analytic weights would estimate a multiplicative overdispersion parameter that multiplies each within-study variance rather than an additive component of variance.

-metareg- does not have -cluster- or -robust- options. It would not be straightforward to add these to the code as it does not use conventional maximum likelihood estimation. I guess it might be possible to use -_robust- afterwards as Rodrigo suggests (i'd never noticed this command before), but it's not obvious to me what the score variable that -_robust- requires should be.

I'd be curious to know a bit more about your application, in particular what your clusters are. In your example you specify varA as a covariate and also as the cluster id variable - i have difficulty imagining how this could be useful.

Best wishes,
Roger.

--On 28 June 2006 16:13 -0400 "Rodrigo A. Alfaro" <ralfaro76@hotmail.com> wrote:


Erick,

I don't know what metareg does. But maybe you can use -_robust- after the
regression.
There is a better description of -_robust- in Programming book.

Rodrigo.


----- Original Message -----
From: "Erick Turner" <turnere@ohsu.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, June 28, 2006 2:57 PM
Subject: st: metareg w/ clustering?


Is there a way to combine the cluster command with -metareg-, as can be
done  for other types of regression?
I tried

. metareg g  varA varB varC, robust cluster(varA)
but I got

option robust not allowed
r(198);
Tech support couldn't say much, since -metareg- is user-written, but
suggested something might be done with regular regression but using
analytic  weights.

Thanks for any thoughts.
Erick
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