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Re: st: inconsistent do-file execution


From   "Friedrich Huebler" <fhuebler@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: inconsistent do-file execution
Date   Sun, 8 Jun 2008 19:54:48 -0400

Rufus,

At which step do you get different results? Please provide a more
precise description of your problem.

Thanks,

Friedrich

On Sun, Jun 8, 2008 at 7:48 PM, Rufus Peabody <rufus.peabody@gmail.com> wrote:
> Hey all,
>
> I'm using Stata 10 SE for Mac.  I'm having a problem with the execution of a
> do-file--each time I do the do-file, I get different results for only a
> subset of the data.  First of all, is there any reason why running the same
> do-file which is using the exact same data would give me different results?
>  The do-file is a bit long but I'll paste it in here, although I'm not sure
> how it would give me different results since I'm not simulating anything...
>
> Thanks,
> Rufus
>
>
> use iteration2a_lag_bet.dta
>
>
> regress kpct lkpct_norm_pit_003 lkpct_norm_opp_01 ltotal_bf
> lp_pa_norm_pit_up003 lstrike_pct_norm_opp_up01 lbip_pct_norm_opp_up01
> kpct_int_bf if year<2005 & home==1
> predict kpct_pred_home if home==1
> regress kpct lkpct_norm_pit_003 lkpct_norm_opp_01 ltotal_bf
> lp_pa_norm_pit_up003  lbip_pct_norm_opp_up01 kpct_int_bf if year<2005 &
> home==0
> predict kpct_pred_away if home==0
>
> regress bbpct ltotal_bf lbbpct_norm_pit_003 lbbpct_norm_opp_up01
> bbpct_int_bf lp_pa_norm_pit_up003 lp_pa_norm_opp_up01
> lstrike_pct_norm_opp_up01 lstrike_pct_norm_pit_up003 lhrpct_norm_opp_up01 if
> year<2005 & home==1
> predict bbpct_pred_home if home==1
> regress bbpct ltotal_bf lbbpct_norm_pit_003 lbbpct_norm_opp_up01
> bbpct_int_bf lp_pa_norm_pit_up003 lp_pa_norm_opp_up01
> lstrike_pct_norm_opp_up01 lstrike_pct_norm_pit_up003 if year<2005 & home==0
> predict bbpct_pred_away if home==0
>
> regress hrpct ltotal_bf hr_bip_pfbf ladjhrpct_norm_pit_up003
> ladjhrpct_norm_opp_up01 lebh_bip_norm_opp_up01 lebh_bip_norm_pit_up003
> lbip_pct_norm_pit_up003 lgdppct_norm_pit_up003 if year<2005 & home==1
> predict hrpct_pred_home if home==1
> regress hrpct ltotal_bf hr_bip_pfbf ladjhrpct_norm_pit_up003
> ladjhrpct_norm_opp_up01 lebh_bip_norm_pit_003 lbip_pct_norm_pit_up003
> lgdppct_norm_pit_up003 lgdppct_norm_opp_01 if year<2005 & home==0
> predict hrpct_pred_away if home==0
>
> regress babip babip_pfbf ltotal_bf lbabip_norm_pit_003 lbabip_norm_opp
> lbip_pct_norm_pit_up003 if home==1 & year<2005
> predict babip_pred_home if home==1
> regress babip babip_pfbf ltotal_bf lbabip_norm_pit_003 lbabip_norm_opp_up
> lbip_pct_norm_pit_up003 if home==0 & year<2005
> predict babip_pred_away if home==0
>
> regress woba woba_pfbf kpct_pred_home bbpct_pred_home hrpct_pred_home
> babip_pred_home if home==1 & year<2005, robust
> predict woba_pred_home if home==1
> regress woba woba_pfbf kpct_pred_away bbpct_pred_away hrpct_pred_away
> babip_pred_away if home==0 & year<2005, robust
> predict woba_pred_away if home==0
>
> regress ip lip_norm_pit_up003 ltotal_bf woba_pred_home bbpct_pred_home if
> year<2005 & home==1, robust
> predict ip_pred_home if home==1
> regress ip lip_norm_pit_up003 ltotal_bf woba_pred_away if year<2005 &
> home==0, robust
> predict ip_pred_away if home==0
>
> regress bip_pct lbip_pct_norm_pit_up003 lkpct_norm_opp_up01
> lbbpct_norm_opp_up01   if year<2005 & home==1, robust
> predict bip_pct_pred_home if home==1
> regress bip_pct lbip_pct_norm_pit_up003 lkpct_norm_opp_up01
> lbbpct_norm_opp_up01   if year<2005 & home==0, robust
> predict bip_pct_pred_away if home==0
>
>
> regress kpct_pen lkpct_norm_pen_up01 lkpct_norm_opp_up01
> lbip_pct_norm_opp_up01 ip_pred_home pitchers_lastweek_pen if year<2005 &
> home==1, robust
> predict kpct_pen_pred_home if home==1
> regress kpct_pen lkpct_norm_pen_01 lkpct_norm_opp_01 lbip_pct_norm_opp_up01
> lbip_pct_norm_pen_01 lstrike_pct_norm_pen_01 pitchers_lastweek_pen
> ip_pred_away if year<2005 & home==0, robust
> predict kpct_pen_pred_away if home==0
>
> regress bbpct_pen lbbpct_norm_pen_01  lbbpct_norm_opp_01
> lstrike_pct_norm_pen_01 pitchers_lastweek_pen if year<2005 & home==1, robust
> predict bbpct_pen_pred_home if home==1
> regress bbpct_pen  lbbpct_norm_opp_01 lstrike_pct_norm_pen_01
> pitchers_lastweek_pen if year<2005 & home==0, robust
> predict bbpct_pen_pred_away if home==0
>
> regress babip_pen babip_pfbf lbabip_norm_pen_01  ip_pred_home
> ip_lastweek_pen if year<2005 & home==1, robust
> predict babip_pen_pred_home if home==1
> regress babip_pen babip_pfbf lbabip_norm_pen_01  ip_pred_away
> pitchers_lastweek_pen if year<2005 & home==0, robust
> predict babip_pen_pred_away if home==0
>
> regress hrpct_pen hrpct_pfbf ladjhrpct_norm_opp_01 ladjhrpct_norm_pen_01
> ip_pred_home ip_lastweek_pen  if year<2005 & home==1
> predict hrpct_pen_pred_home if home==1
> regress hrpct_pen hrpct_pfbf ladjhrpct_norm_opp_01 ladjhrpct_norm_pen_01  if
> year<2005 & home==0
> predict hrpct_pen_pred_away if home==0
>
> regress woba_pen kpct_pen_pred_home bbpct_pen_pred_home babip_pen_pred_home
> hrpct_pen_pred_home if year<2005 & home==1, robust
> predict woba_pen_pred_home if home==1
> regress woba_pen kpct_pen_pred_away bbpct_pen_pred_away babip_pen_pred_away
> hrpct_pen_pred_away if year<2005 & home==0, robust
> predict woba_pen_pred_away if home==0
>
>
> regress runavg_pen woba_pen_pred_home if year<2005 & home==1, robust
> predict runavg_pen_pred_home if home==1
> regress runavg_pen woba_pen_pred_away if year<2005 & home==0, robust
> predict runavg_pen_pred_away if home==0
>
>
> regress runavg woba_pred_home if year<2005 & home==1, robust
> predict runavg_pred_home if home==1
> regress runavg woba_pred_away if year<2005 & home==0, robust
> predict runavg_pred_away if home==0
>
> gen runavg_pred_home_IP=runavg_pred_home*ip_pred_home
> gen runavg_pred_away_IP=runavg_pred_away*ip_pred_away
>
> regress runavg_tm runavg_pen_pred_home runavg_pred_home runavg_pred_home_IP
> if year<2005 & home==1, robust beta
> predict runavg_tm_pred_home if home==1
> regress runavg_tm runavg_pen_pred_away runavg_pred_away runavg_pred_away_IP
> if year<2005 & home==0, robust beta
> predict runavg_tm_pred_away if home==0
>
> gen runavg_tm_pred=runavg_tm_pred_home if home==1
> replace runavg_tm_pred=runavg_tm_pred_away if home==0
>
> sort gameid
> gen runavg_opp_pred=runavg_tm_pred[_n-1] if gameid[_n-1]==gameid
> replace runavg_opp_pred=runavg_tm_pred[_n+1] if gameid[_n+1]==gameid
>
> logit tm_win runavg_opp_pred runavg_tm_pred if home==1 & year<2005, robust
> predict home_win_new2 if home==1
>
>
> gen away_win_new2=1-home_win_new2
>
> gen strat1_ols_in_new2=tm_unit if home==1 & home_win_new2>tm_perc &
> home_win_new2~=. & year<2005
> gen strat1_ols_out_new2=tm_unit if home==1 & home_win_new2>tm_perc &
> home_win_new2~=. & year>2004
> replace strat1_ols_in_new2=opp_unit if home==1 & away_win_new2>opp_perc &
> home_win_new2~=. & year<2005
> replace strat1_ols_out_new2=opp_unit if home==1 & away_win_new2>opp_perc &
> home_win_new2~=. & year>2004
>
>
> regress tm_unit home_win_new2 tm_perc if home==1 & home_win_new2~=. &
> year<2005
> predict exp_return_home_new2 if home_win_new2!=.
> regress opp_unit home_win_new2 tm_perc if home==1 & home_win_new2~=. &
> year<2005
> predict exp_return_away_new2 if home_win_new2!=.
>
> ***
> gen strat2_ols_in_new2=opp_unit if exp_return_away_new2>0 &
> away_win_new2>opp_perc & year<=2004 & home_win_new2~=. & home==1 &
> exp_return_away_new2!=.
> replace strat2_ols_in_new2=tm_unit if exp_return_home_new2>0 &
> home_win_new2>tm_perc & year<=2004 & home_win_new2~=. & home==1 &
> exp_return_home_new2!=.
> gen strat2_ols_out_new2=opp_unit if exp_return_away_new2>0 &
> away_win_new2>opp_perc & year>2004 & home_win_new2~=. & home==1 &
> exp_return_away_new2!=.
> replace strat2_ols_out_new2=tm_unit if exp_return_home_new2>0 &
> home_win_new2>tm_perc & year>2004 & home_win_new2~=. & home==1 &
> exp_return_home_new2!=.
>
>
> bysort year: summ strat2_ols_in strat2_ols_out strat1_ols_in strat1_ols_out
> [iweight=abs(home_win_new2-tm_perc)]*
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