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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: Same code, same machine, same data, different results |

Date |
Fri, 7 Sep 2012 09:21:01 +0100 |

Should be sort id year quarter assuming that you have or can -generate- a quarter variable. Nick On Fri, Sep 7, 2012 at 1:47 AM, Mattia Landoni <mattia.landoni@gmail.com> wrote: > Thanks for the jokes and the constructive answers. > > There is no m:m merge, and the same variables are dropped each time. The > problem was indeed one of sorting, as two of the answers mentioned, > together with a wrong use of indexing. There was a command such as > (simplifying) > > sort id year > generate a_lag = a[_n - 1] if id == id[_n - 1] > > the dataset is quarterly, so it has more than one observation per year. > Each time I ran the code, the dataset had a slightly different sorting and > some rows were assigned each time different values. > > 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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Same code, same machine, same data, different results***From:*Mattia Landoni <mattia.landoni@gmail.com>

**st: Re: Same code, same machine, same data, different results***From:*Mattia Landoni <mattia.landoni@gmail.com>

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