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st: Different Stata versions give different standard errors

From   Kelly Jones <[email protected]>
To   [email protected]
Subject   st: Different Stata versions give different standard errors
Date   Sun, 7 Aug 2011 18:05:20 -0400

Hello all, Im having the following issue and wondering if anyone has
any experience of this or any suggestions of its cause:

Running the following command on the exact same data set, I get very
different standard errors when using different versions of Stata.  The
command is:

areg var1 … var9 if var10 & var11 & var12 & var13==1 [pw=var14],
absorb(var15) cluster(var16)

When using Stata SE 9.2 for Macintosh (on Mac OS 10.6 – machine has
Intel core 2 duo processor, but Stata version is not for multi-core).
the SE on the coeff for var1 is .019;

When using Stata MP 11.2 on Windows 7 (machine has Intel core i7
processor) the coefficient estimate is the same but the SE is .032!

If anyone has any thoughts on the cause for this, responses would be
greatly appreciated.



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