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RE: st: RE: Why Do I get Different Results in Stata and Spss?
From
"Schaffer, Mark E" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: RE: Why Do I get Different Results in Stata and Spss?
Date
Mon, 7 Apr 2014 11:30:32 +0000
Yuval,
Maybe I'm missing something, but 18 variables + the constant = 19, hence the 100% R-sq.
--Mark
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Yuval Arbel
> Sent: 07 April 2014 12:24
> To: statalist
> Subject: Re: st: RE: Why Do I get Different Results in Stata and Spss?
>
> Eric, thanks for your answer. As I implied in my original e-mail there
> are 19 observations and 18 variables. In my original e-mail I called
> this problem degrees of freedom problem: if you had 19 obs. and 19
> coefficients R-square would become 100%, because you get 19 equations
> with 19 unknowns (and with a single vector of solutions.
>
> The question is does this problem might cause different results in
> different statistical softwares
>
> On Mon, Apr 7, 2014 at 12:33 PM, DE SOUZA Eric
> <[email protected]> wrote:
> > The R2 = 1 and the residual sum of squares = 0 says everything: you have
> the same variable (or linear combination of variables) on the left and right
> hand side of the equation.
> >
> >
> > Eric de Souza
> > College of Europe
> > Brugge (Bruges), Belgium
> > http://www.coleurope.eu
> >
> >
> >
> > -----Original Message-----
> > From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Yuval Arbel
> > Sent: 06 April 2014 15:07
> > To: statalist
> > Subject: st: Why Do I get Different Results in Stata and Spss?
> >
> > Dear Statalisters,
> >
> > I ran the following model in stata and spss and got different results.
> > Obviously, there are degrees-of-freedom problem in this dataset, but I
> wonder whether this is the reason I got very different results.
> >
> > Here is the output:
> >
> > . reg close_avg_after1 close_avg_before tal100_before equity_return
> leverage inventory_cycle costumers_cycle suppliers_cycle gor
> >> ss_profit_per liquidity working_capital cash_flowoversales
> >> rate_ofnetprofit valuestock equityvsbalance equitymultiplier ratioo
> >> fshorttermloanslongterm interestcoverageratio rateofsalesexpenses
> >
> > Source | SS df MS Number of obs = 19
> > -------------+------------------------------ F( 18, 0) = .
> > Model | 1999905.68 18 111105.871 Prob > F = .
> > Residual | 0 0 . R-squared = 1.0000
> > -------------+------------------------------ Adj R-squared = .
> > Total | 1999905.68 18 111105.871 Root MSE = 0
> >
> > -------------------------------------------------------------------------------------------
> ----
> > close_avg_after1 | Coef. Std. Err. t P>|t|
> > [95% Conf. Interval]
> > ------------------------------+-----------------------------------------
> > ------------------------------+-----------------------
> > close_avg_before | 2.185104 . . .
> > . .
> > tal100_before | -6.284746 . . .
> > . .
> > equity_return | -.0717535 . . .
> > . .
> > leverage | -83.99337 . . .
> > . .
> > inventory_cycle | -1.484844 . . .
> > . .
> > costumers_cycle | 4.74203 . . .
> > . .
> > suppliers_cycle | -1.866507 . . .
> > . .
> > gorss_profit_per | -10306.54 . . .
> > . .
> > liquidity | 5696.688 . . .
> > . .
> > working_capital | 4.95e-07 . . .
> > . .
> > cash_flowoversales | -4959.692 . . .
> > . .
> > rate_ofnetprofit | -473.2787 . . .
> > . .
> > valuestock | 85.21832 . . .
> > . .
> > equityvsbalance | -3335.051 . . .
> > . .
> > equitymultiplier | 6.059973 . . .
> > . .
> > ratioofshorttermloanslongterm | -6718.584 . . .
> > . .
> > interestcoverageratio | -3.395753 . . .
> > . .
> > rateofsalesexpenses | -1193.081 . . .
> > . .
> > _cons | 13705.22 . . .
> > . .
> > -------------------------------------------------------------------------------------------
> ----
> >
> >
> > --
> > Dr. Yuval Arbel
> > School of Business
> > Carmel Academic Center
> > 4 Shaar Palmer Street,
> > Haifa 33031, Israel
> > e-mail1: [email protected]
> > e-mail2: [email protected]
> > You can access my latest IZA discussion paper at
> http://ftp.iza.org/dp7946.pdf You can access my latest paper on SSRN at:
> http://ssrn.com/abstract=2263398 You can access previous papers on SSRN
> at: http://ssrn.com/author=1313670
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
> Dr. Yuval Arbel
> School of Business
> Carmel Academic Center
> 4 Shaar Palmer Street,
> Haifa 33031, Israel
> e-mail1: [email protected]
> e-mail2: [email protected]
> You can access my latest IZA discussion paper at
> http://ftp.iza.org/dp7946.pdf
> You can access my latest paper on SSRN at:
> http://ssrn.com/abstract=2263398
> You can access previous papers on SSRN at: http://ssrn.com/author=1313670
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
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