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st:Why fixed effect estimates are different using Stata and SPSS?


From   "Mandy fu" <[email protected]>
To   [email protected]
Subject   st:Why fixed effect estimates are different using Stata and SPSS?
Date   Tue, 6 Jan 2009 19:01:59 -0500

Hi Statalisters,

I find the results I got from estimating a simple fixed effect model
using Stata are quite different from what using SPSS. I was quite
confused that since SPSS estimates fixed effect using linear mixed
model (LMM), while in Stata when estimating LMM, I should use
-xtmixed- command instead of --xtreg--command.

I'm thinking  I must have misundertood something. Could anyone give me
some clue ?Thanks so much!

Best wishes,
Mandy

[The commands and outputs I used are as follows.]
-----------------------------STATA----------------------------------------------------------------------------
. xtset id
. xtreg lnhr lnwg kids ageh agesq disab,fe
----------------------------------------------------------------------------------------------------------
        lnhr |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
        lnwg |   .1647719   .0189379     8.70   0.000     .1276448    .2018989
        kids |  -.0011805   .0062019    -0.19   0.849    -.0133391    .0109781
        ageh |   .0142179   .0063804     2.23   0.026     .0017095    .0267263
       agesq |  -.0001676   .0000814    -2.06   0.039    -.0003272   -8.10e-06
       disab |  -.0628007   .0185922    -3.38   0.001      -.09925   -.0263514
       _cons |   6.945659   .1258117    55.21   0.000      6.69901    7.192308
_____________________________________________________________________
----------------------------------SPSS----------------------------
MIXED lnhr WITH lnwg kids ageh agesq disab
   E(0.000001, ABSOLUTE)
  /FIXED=lnwg kids ageh agesq disab | SSTYPE(3)
  /METHOD=REML
  /PRINT=SOLUTION.
-------------------------------------------------------------------------------------
Parameter Estimate	Std. Error	df	t	Sig.
Intercept	7.467766	.083797	5314.000	89.117	.000
lnwg	.082290	.009305	5314.000	8.844	.000
kids	.007982	.003652	5314.000	2.186	.029
ageh	-.000745	.004363	5314.000	-.171	.864
agesq	-1.681402E-6	5.407029E-5	5314.000	-.031	.975
disab	-.095341	.016312	5314	-5.845	.000
--------------------------------------------------------------------------------------
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