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st: Re: RE: OLS parameters differences Stata vs SPSS


From   "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: OLS parameters differences Stata vs SPSS
Date   Thu, 29 Jun 2006 10:25:08 -0400

Hi,

I think the word model in "Mankiw-Romer model" means
economics model instead of statistical one. Then Gerardo's
problem is the standard OLS.

I suggest to check some basics like the sample size (or the
number of obsevations), the name of the variables, etc.

Rodrigo.


----- Original Message ----- 
From: "Maarten Buis" <M.Buis@fsw.vu.nl>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, June 29, 2006 8:42 AM
Subject: st: RE: OLS parameters differences Stata vs SPSS


Gerardo:
Statalist is a multidisciplinary list, so though it may
be obvious what you mean with the Mankiw-Romer model in
your discipline, it is not so outside. So you have
given (at least) me very little to go on. One thing I
can tell you is that estimation of OLS parameters is
well established, so I would find it inconceivable that
a difference in the estimation algorithm would be the
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.

Could you tell us what the Mankiw-Romer model is, and
the exact SPSS and Stata commands you used? (For SPSS
you can press paste instead of OK in the menu to get
the text file with the command in it)

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu 
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Gerardo MagaƱa
Sent: donderdag 29 juni 2006 13:46
To: statalist@hsphsun2.harvard.edu
Subject: st: OLS parameters differences Stata vs SPSS

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




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