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Re: st: Different Stata versions give different standard errors

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Different Stata versions give different standard errors
Date   Sun, 07 Aug 2011 19:30:02 -0500

At 05:05 PM 8/7/2011, Kelly Jones wrote:
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!

On the win7 machine, I would try prefixing your command with version 9.2:

Then, if the standard error is .019, it will suggest the change is due to some change in areg across versions of Stata. If it is .032, it will suggest something about differences across hardware platforms.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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