Hi all,
Thanks for all the replies! The explanation and suggestion I got from
you guys make a lot of sense. I find that the result from
-xtreg,mle- is the same as the method in SPSS using ML instead RMLE.
Thanks very much!
Mandy
On Tue, Jan 6, 2009 at 9:21 PM, Kieran McCaul
<[email protected]> wrote:
> SPSS is using REML whereas -xtreg- is using ML.
> -xtreg- doesn't allow you to use REML, but -xtmixed- does.
>
> ______________________________________________
> Kieran McCaul MPH PhD
> WA Centre for Health & Ageing (M573)
> University of Western Australia
> Level 6, Ainslie House
> 48 Murray St
> Perth 6000
> Phone: (08) 9224-2140
> Fax: (08) 9224 8009
> email: [email protected]
> http://myprofile.cos.com/mccaul
> http://www.researcherid.com/rid/B-8751-2008
> ______________________________________________
> The fact that no one understands you doesn't make you an artist.
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Mandy fu
> Sent: Wednesday, 7 January 2009 9:50 AM
> To: [email protected]
> Subject: Re: st:Why fixed effect estimates are different using Stata and
> SPSS?
>
> Hi Mr. Samuels,
>
> Thanks for helping out! I really apprecaite it.
> Sorry to bother you again . After adding the statement that I forgot,
> the SPSS result is still different from Stata. It'll be great if you
> could give me some suggestion how to revise the commands to get the
> same result as Stata. Thanks a lot!
> Mandy
>
> Here's the command revised:
> ------------------------------------------SPSS--------------------------
> ------------------------------------
> MIXED lnhr WITH lnwg kids ageh agesq disab
> /FIXED=lnwg kids ageh agesq disab | SSTYPE(3)
> /METHOD=REML
> /RANDOM = INTERCEPT | SUBJECT(id)
> /PRINT=SOLUTION.
> ------------------------------------------------------------------------
> -----------------------------------------------------------
> 95%
> Confidence Interval
> Parameter Estimate Std. Error df t Sig.
> Lower Bound Upper Bound
> Intercept 7.208567 .104325 3713.093 69.097 .000
> 7.004028 7.413106
> lnwg .116703 .013741 2092.169 8.493 .000 .089756 .143650
> kids .004658 .004943 3000.492 .942 .346 -.005035
> .014351
> ageh .007799 .005394 3935.455 1.446 .148 -.002777
> .018374
> agesq -.000102 6.778785E-53744.521 -1.509 .131 -.000235
> 3.063344E-5
> disab -.069206 .017256 5231.818 -4.011 .000 -.103034
> -.035377
> ---------------------------------------------------------
>
> On Tue, Jan 6, 2009 at 7:10 PM, Steven Samuels
> <[email protected]> wrote:
>> The two setups are not comparable. In your SPSS syntax, you left out
> a
>> statement like:
>> /RANDOM = INTERCEPT | SUBJECT(id)
>>
>> -Steve
>> On Jan 6, 2009, at 7:01 PM, Mandy fu wrote:
>>
>>>
>>>
> -----------------------------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
>>>
>>>
> ------------------------------------------------------------------------
> --------------
>>> *
>>> * For searches and help try:
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>>
>> *
>> * For searches and help try:
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>>
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>
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