Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: xtregar in STATA vs. proc mixed in SAS
From
"Ma, Yu-Luen" <[email protected]>
To
<[email protected]>
Subject
st: xtregar in STATA vs. proc mixed in SAS
Date
Thu, 18 Mar 2010 14:52:06 -0500
I estimated fixed effect models with AR(1) error strcture using both
STATA and SAS but received significantly different results. Below are
the programs that I used in each:
STATA:
tsset id time
xtregar y x1 x2, fe
SAS:
Proc mixed method=reml data=xxx;
class id time;
model y = id x1 x2 /s;
repeated/type=ar(1) subject=id ;
Shouldn't I expect similar (if not identical) results from both
software? Am I missing something? Thanks.
Yuluen
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/