Are there some log() manipulations and does Stata treat that nomenclature in the same way as SAS?
Given the difference is in the constant, have you somehow added a constant to the response (equal to the difference in the
regression constants)?
Thomas J. Steichen
[email protected]
----------------------------------------------------------------------------
Facts do not cease to exist because they are ignored. - Aldous Huxley
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> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Goerner, Thomas
> Sent: Friday, April 22, 2005 9:08 AM
> To: [email protected]
> Subject: st: Stata v. SAS OLS
>
>
> Hi,
>
> I am having some trouble trying to match OLS regression
> output done in SAS to a OLS regression done in STATA.
> Basically, I was given a SAS program, and when run on SAS, it
> produces the exact results we are looking for. However, I'm
> trying to "convert" it into a STATA program. The program
> itself appends and merges a number of datasets, creates some
> variables from the final merged dataset using some simple
> arithmetic commands, drops certain observations, and then
> runs a OLS regression on certain variables. It is really not
> all that complex of a program, but I cannot for the life of
> me get my STATA regression results to match the SAS results.
> This is made even more bizarre by how similar the final
> datasets appear to be. All of the summary statistics (i.e.
> mean, std. Dev., max, min, number of observations) are
> identical in both programs. Moreover, I generated an "id"
> variable that simply numbers the observations in the first
> (and largest dataset) in both programs, and after all the
> datasets are merged and transformed, both datasets contain
> the exact same observations from that first dataset (e.g. the
> id variables from both programs are identical). When I run
> the regressions in STATA, the coefficients for the variables
> all come very, very close, if not exactly the same as the
> coefficients in SAS. The only exception to this is the
> constant, which bizarrely is nearly 100 times larger than the
> constant in SAS. And I cannot figure out why! Does anyone
> know what would cause supposedly identical datasets to
> produce such different results in the constants? I have a
> pocket theory that it is because the programs treat blanks
> and zeros differently, but I have been unable to prove it,
> and the problem could very well be something else. If anyone
> can offer any help, I would greatly appreciate it!
>
> Thanks.
>
> Thomas
> _______________________________
> Thomas Goerner
> NERA White Plains
> 50 Main St.
> White Plains, NY 10606
> Tel: 1-914-448-4009
> Fax: 914-448-4040
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