st: OLS parameters differences Stata vs SPSS

[Gerardo Magaña <lgmzaga@hotmail.com>]

Hi.

Sorry for this silly question......I'm running an OLS regression  both in 
Stata and SPSS, to replicate the Mankiw-Romer model. Nevertheless, the 
output parameters from both programs are substantial different. The problem 
is that the parameters from SPSS resembles very well the original results of 
Mankiw-Romer.
Does anybody knows why the difference in the parameters estimation? Is it 
possible to alter the way stata runs the OLS procedure ?
Thanks for your kindly help.
Gerardo



> From: Roger Harbord <roger.harbord@bristol.ac.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> CC: turnere@ohsu.edu
> Subject: Re: st: Re: metareg w/ clustering?
> Date: Thu, 29 Jun 2006 12:08:42 +0100
>
> -metareg- does meta-analysis regression, aka. meta-regression. It assumes 
> you have summary data for an outcome and its variance within each 
> group/study, similar to -vwls-, except it estimates an additional 
> between-group/study variance component tau-squared. Using regular 
> regression with analytic weights would estimate a multiplicative 
> overdispersion parameter that multiplies each within-study variance rather 
> than an additive component of variance.
>
> -metareg- does not have -cluster- or -robust- options. It would not be 
> straightforward to add these to the code as it does not use conventional 
> maximum likelihood estimation. I guess it might be possible to use 
> -_robust- afterwards as Rodrigo suggests (i'd never noticed this command 
> before), but it's not obvious to me what the score variable that -_robust- 
> requires should be.
>
> I'd be curious to know a bit more about your application, in particular 
> what your clusters are. In your example you specify varA as a covariate and 
> also as the cluster id variable - i have difficulty imagining how this 
> could be useful.
>
> Best wishes,
> Roger.
>
> --On 28 June 2006 16:13 -0400 "Rodrigo A. Alfaro" <ralfaro76@hotmail.com> 
> wrote:
>
>
> > Erick,
> >
> > I don't know what metareg does. But maybe you can use -_robust- after the
> > regression.
> > There is a better description of -_robust- in Programming book.
> >
> > Rodrigo.
> >
> >
> > ----- Original Message -----
> > From: "Erick Turner" <turnere@ohsu.edu>
> > To: <statalist@hsphsun2.harvard.edu>
> > Sent: Wednesday, June 28, 2006 2:57 PM
> > Subject: st: metareg w/ clustering?
> >
> >
> > Is there a way to combine the cluster command with -metareg-, as can be
> > done  for other types of regression?
> > I tried
> >
> > > . metareg g  varA varB varC, robust cluster(varA)
> > but I got
> >
> > > option robust not allowed
> > > r(198);
> > Tech support couldn't say much, since -metareg- is user-written, but
> > suggested something might be done with regular regression but using
> > analytic  weights.
> >
> > Thanks for any thoughts.
> > Erick
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