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From | "Ma, Yu-Luen" <yma@ilstu.edu> |
To | <statalist@hsphsun2.harvard.edu> |
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/