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RE: st: RE: Why Do I get Different Results in Stata and Spss?


From   "Schaffer, Mark E" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: RE: Why Do I get Different Results in Stata and Spss?
Date   Mon, 7 Apr 2014 11:30:32 +0000

Yuval,

Maybe I'm missing something, but 18 variables + the constant = 19, hence the 100% R-sq.

--Mark

> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Yuval Arbel
> Sent: 07 April 2014 12:24
> To: statalist
> Subject: Re: st: RE: Why Do I get Different Results in Stata and Spss?
> 
> Eric, thanks for your answer. As I implied in my original e-mail there
> are 19 observations and 18 variables. In my original e-mail I called
> this problem degrees of freedom problem: if you had 19 obs. and 19
> coefficients R-square would become 100%, because you get 19 equations
> with 19 unknowns (and with a single vector of solutions.
> 
> The question is does this problem might cause different results in
> different statistical softwares
> 
> On Mon, Apr 7, 2014 at 12:33 PM, DE SOUZA Eric
> <[email protected]> wrote:
> > The R2 = 1 and the residual sum of squares = 0 says everything: you have
> the same variable (or linear  combination of variables) on the left and right
> hand side of the equation.
> >
> >
> > Eric de Souza
> > College of Europe
> > Brugge (Bruges), Belgium
> > http://www.coleurope.eu
> >
> >
> >
> > -----Original Message-----
> > From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Yuval Arbel
> > Sent: 06 April 2014 15:07
> > To: statalist
> > Subject: st: Why Do I get Different Results in Stata and Spss?
> >
> > Dear Statalisters,
> >
> > I ran the following model in stata and spss and got different results.
> > Obviously, there are degrees-of-freedom problem in this dataset, but I
> wonder whether this is the reason I got very different results.
> >
> > Here is the output:
> >
> > . reg close_avg_after1 close_avg_before tal100_before equity_return
> leverage inventory_cycle costumers_cycle suppliers_cycle gor
> >> ss_profit_per liquidity working_capital cash_flowoversales
> >> rate_ofnetprofit valuestock equityvsbalance equitymultiplier ratioo
> >> fshorttermloanslongterm interestcoverageratio rateofsalesexpenses
> >
> >       Source |       SS       df       MS              Number of obs =      19
> > -------------+------------------------------           F( 18,     0) =       .
> >        Model |  1999905.68    18  111105.871           Prob > F      =       .
> >     Residual |           0     0           .           R-squared     =  1.0000
> > -------------+------------------------------           Adj R-squared =       .
> >        Total |  1999905.68    18  111105.871           Root MSE      =       0
> >
> > -------------------------------------------------------------------------------------------
> ----
> >              close_avg_after1 |      Coef.   Std. Err.      t    P>|t|
> >     [95% Conf. Interval]
> > ------------------------------+-----------------------------------------
> > ------------------------------+-----------------------
> >              close_avg_before |   2.185104          .        .       .
> >            .           .
> >                 tal100_before |  -6.284746          .        .       .
> >            .           .
> >                 equity_return |  -.0717535          .        .       .
> >            .           .
> >                      leverage |  -83.99337          .        .       .
> >            .           .
> >               inventory_cycle |  -1.484844          .        .       .
> >            .           .
> >               costumers_cycle |    4.74203          .        .       .
> >            .           .
> >               suppliers_cycle |  -1.866507          .        .       .
> >            .           .
> >              gorss_profit_per |  -10306.54          .        .       .
> >            .           .
> >                     liquidity |   5696.688          .        .       .
> >            .           .
> >               working_capital |   4.95e-07          .        .       .
> >            .           .
> >            cash_flowoversales |  -4959.692          .        .       .
> >            .           .
> >              rate_ofnetprofit |  -473.2787          .        .       .
> >            .           .
> >                    valuestock |   85.21832          .        .       .
> >            .           .
> >               equityvsbalance |  -3335.051          .        .       .
> >            .           .
> >              equitymultiplier |   6.059973          .        .       .
> >            .           .
> > ratioofshorttermloanslongterm |  -6718.584          .        .       .
> >            .           .
> >         interestcoverageratio |  -3.395753          .        .       .
> >            .           .
> >           rateofsalesexpenses |  -1193.081          .        .       .
> >            .           .
> >                         _cons |   13705.22          .        .       .
> >            .           .
> > -------------------------------------------------------------------------------------------
> ----
> >
> >
> > --
> > Dr. Yuval Arbel
> > School of Business
> > Carmel Academic Center
> > 4 Shaar Palmer Street,
> > Haifa 33031, Israel
> > e-mail1: [email protected]
> > e-mail2: [email protected]
> > You can access my latest IZA discussion paper at
> http://ftp.iza.org/dp7946.pdf You can access my latest paper on SSRN at:
> http://ssrn.com/abstract=2263398 You can access previous papers on SSRN
> at: http://ssrn.com/author=1313670
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/faqs/resources/statalist-faq/
> > *   http://www.ats.ucla.edu/stat/stata/
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/faqs/resources/statalist-faq/
> > *   http://www.ats.ucla.edu/stat/stata/
> 
> 
> 
> --
> Dr. Yuval Arbel
> School of Business
> Carmel Academic Center
> 4 Shaar Palmer Street,
> Haifa 33031, Israel
> e-mail1: [email protected]
> e-mail2: [email protected]
> You can access my latest IZA discussion paper at
> http://ftp.iza.org/dp7946.pdf
> You can access my latest paper on SSRN at:
> http://ssrn.com/abstract=2263398
> You can access previous papers on SSRN at: http://ssrn.com/author=1313670
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/


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