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


From   "David Radwin" <dradwin@mprinc.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Same code, same machine, same data, different results
Date   Wed, 5 Sep 2012 14:50:16 -0700 (PDT)

Mattia,

Is the exact same set of variables being dropped every time?

David
--
David Radwin
Senior Research Associate
MPR Associates, Inc.
2150 Shattuck Ave., Suite 800
Berkeley, CA 94704
Phone: 510-849-4942
Fax: 510-849-0794

www.mprinc.com


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Joerg Luedicke
> Sent: Wednesday, September 05, 2012 2:24 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Same code, same machine, same data, different results
> 
> Think of it this way: you have some input (the csv file) which does
> not change, then you execute something (your do-file), and finally use
> -regress- to fit a model. Given that the input is fix, and -regress-
> certainly produces the same results every time it is applied to the
> same data, the problem _must_ lie in your do-file.
> 
> J.
> 
> 
> On Wed, Sep 5, 2012 at 5:10 PM, Mattia Landoni
<mattia.landoni@gmail.com>
> wrote:
> > 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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