Re: st: order probit: SAS vs STATA

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 11:39 AM 5/25/2006, Carol Bao wrote:
> Hi, there,
>
> I am wondering if anyone has attempted ordered probit
> estimation using SAS as well as STATA?  We find that
> the resuls (both the estimates on the threshold values
> and the explanatory variables) are quite different
> using the two software.  Is this "normal" and what the
> explanations might be?  Any tips are highly
> appreciated.
As Maarten says, SAS may be using a different but equivalent 
parameterization.  Does SAS report a model likelihood ratio 
chi-square? Or, can you get predicted probabilities out of it?  If 
so, you could compare these with Stata's results.  If identical, 
you'll know you are dealing with equivalent models.

Also, check out this page:

http://www.indiana.edu/~statmath/stat/all/cdvm/cdvm5.html

I haven't looked at it carefully, but it appears to explain some of 
the differences between different programs.  In particular, it has the line

"The estimated intercept of SAS is equivalent to (0-/cut1) in STATA. 
The _Limit2 of SAS is the difference between cut points of STATA, 
1.91184=-10.83295-(-12.74479). "



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