Re: st: RE: OLS parameters differences Stata vs SPSS

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

At 07:42 AM 6/29/2006, Maarten Buis wrote:
> cause of the difference. A much much more likely cause
> is that you specified a different model in Stata than
> in SPSS. For instance, facilities for dealing
> categorical values for SPSS (by calling a independent
> variable a factor) and Stata (by using either -xi-,
> -xi3-, or -desmat-), could easily use different
> defaults which would result in mathematically
> equivalent models which would still result in parameter
> estimates that look very different.
I suspect Maarten is right, although, as he says, we need more 
info.  Another thing to look at are things like the F and R^2 values 
produced by the 2 programs.  If identical, that suggests that the 
models are equivalent but parameterized differently.  If those too 
are very different then I suspect something got lost in translation 
as you went from SPSS to Stata.


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