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Re: st: SAS versus Stata, Panel Study Logit models
At 12:46 PM 12/19/2007, Joseph Coveney wrote:
Nevertheless, if there are only two categories for a given predictor, then
any SAS-versus-Stata difference would at worst only result in a change of a
coefficient's sign (inversion of the OR). Are the numerical differences in
coefficients you're seeing with multiple (>2) categories? If they're in
two-category predictors, are the small differences perhaps ones that are ca.
OR = 1, i.e., an OR of 0.98 in one package is 1.02 in the other? Are the
differences observed in categorical-by-continuous-predictor interaction
terms?
First off, thanks to Joe and Phil and David and any others who have
responded. She reports her coefficients to 3 decimal places. For
logit the SAS and Stata results are the same for 3 decimal
places. If you rounded to 2 decimal places the SAS and Stata GEE
results would almost all be identical, at least for the
coefficients. The standard errors differ a little more than that but
the FAQs seem to explain why that is. She also has some race
dummies in there where the reference category only has 2.7% of the
cases, so that may be contributing to some collinearity issues.
Too bad I don't have SAS so I could fool around with it. At this
point though, my inclination is to think that the small differences
in coefficients just reflect rounding and the slightly larger
differences in standard errors reflect differences in how they are computed.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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