cause of the difference. A much much more likely cause
is that you specified a different model in Stata than
in SPSS. For instance, facilities for dealing
categorical values for SPSS (by calling a independent
variable a factor) and Stata (by using either -xi-,
-xi3-, or -desmat-), could easily use different
defaults which would result in mathematically
equivalent models which would still result in parameter
estimates that look very different.
I suspect Maarten is right, although, as he says, we need more
info. Another thing to look at are things like the F and R^2 values
produced by the 2 programs. If identical, that suggests that the
models are equivalent but parameterized differently. If those too
are very different then I suspect something got lost in translation
as you went from SPSS to Stata.
