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st: RE: OLS parameters differences Stata vs SPSS


From   Gerardo MagaƱa <lgmzaga@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: OLS parameters differences Stata vs SPSS
Date   Thu, 29 Jun 2006 16:21:30 +0200

Thanks Richard & Marten.

Both of you were right. I look at F and R values, and then make a review of all the variables and the model specification. The problem were in one of the regressors.
Thanks a lot.
Gerardo



From: Richard Williams <Richard.A.Williams.5@ND.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: OLS parameters differences Stata vs SPSS
Date: Thu, 29 Jun 2006 09:25:39 -0500

At 07:42 AM 6/29/2006, Maarten Buis wrote:
cause of the difference. A much much more likely cause
is that you specified a different model in Stata than
in SPSS. For instance, facilities for dealing
categorical values for SPSS (by calling a independent
variable a factor) and Stata (by using either -xi-,
-xi3-, or -desmat-), could easily use different
defaults which would result in mathematically
equivalent models which would still result in parameter
estimates that look very different.
I suspect Maarten is right, although, as he says, we need more info. Another thing to look at are things like the F and R^2 values produced by the 2 programs. If identical, that suggests that the models are equivalent but parameterized differently. If those too are very different then I suspect something got lost in translation as you went from SPSS to Stata.


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Richard Williams, Notre Dame Dept of Sociology
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