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st: RE: Different results for Fixed and Random Effects models Using STATA and SAS


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Different results for Fixed and Random Effects models Using STATA and SAS
Date   Mon, 10 May 2010 18:34:37 +0100

This is only a small distance away from "I got different results from different programs and don't understand why". People who know about these commands need to see exactly what you typed in both programs so that they can be sure that the commands are exactly equivalent. They also would find it difficult to comment unless your results are phrased in terms of datasets that everyone can access. 

Nick 
n.j.cox@durham.ac.uk 

Talal

I have estimated Fixed and Random Effects models for panal data which are slightly unbalanced using SAS and STATA

the two softwa estimated totally different parametres for Ranndom Effects Model, and slightly different one for Fixed Effects one res.

Is this due to diffrent estimation approches? What are these since I have to report them on my study?

For Hausman test: I also got major differences between the two softwares.

Is this due to diffrent estimation approches too? What are these?

Is the 2 software deals with unbalanced data in different ways?

I am very thankful for any answers.

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