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st: Same code, same machine, same data, different results


From   Mattia Landoni <mattia.landoni@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Same code, same machine, same data, different results
Date   Wed, 5 Sep 2012 17:10:08 -0400

Dear statalisters,

a friend of mine has a bizarre problem. She is running a regression as follows:

xi: regress a b c i.d i.e

and her output is different every time. Has anyone ever seen a
behavior like this? Below are some details.

Environment:
- Stata 11
- Windows 32-bit

Precise description:
The do-file imports several files from .csv, then merges them, then
runs the regression. If I run the do-file, I get certain results. If I
issue the same regression command again, I get again the same results,
as it should be. However, if I re-run the do-file from the beginning,
I get slightly different results and the regression even reports a
slightly different number of observations. (Say, 2663 vs. 2666). Every
time all the data are taken afresh from the same static .csv sources.
There is nothing random about the do-file, that I know. The xi:
command generates about 200 i-variables and a few, maybe 10, are
dropped because of collinearity. There are more than 2500
observations.

I could post the do-file here, but it's big and messy. If anyone has
any insight after reading the above description, I'd be very glad to
hear it.

Thanks,

Mattia

-- 
Mattia Landoni
+1 217 4-A-QUANT (from US)
+39 02 3206 21676 (from Italy)
GMT -05:00 (US East)
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