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Re: st: RE: Why Do I get Different Results in Stata and Spss?


From   Yuval Arbel <[email protected]>
To   statalist <[email protected]>
Subject   Re: st: RE: Why Do I get Different Results in Stata and Spss?
Date   Mon, 7 Apr 2014 14:24:24 +0300

Eric, thanks for your answer. As I implied in my original e-mail there
are 19 observations and 18 variables. In my original e-mail I called
this problem degrees of freedom problem: if you had 19 obs. and 19
coefficients R-square would become 100%, because you get 19 equations
with 19 unknowns (and with a single vector of solutions.

The question is does this problem might cause different results in
different statistical softwares

On Mon, Apr 7, 2014 at 12:33 PM, DE SOUZA Eric
<[email protected]> wrote:
> The R2 = 1 and the residual sum of squares = 0 says everything: you have the same variable (or linear  combination of variables) on the left and right hand side of the equation.
>
>
> Eric de Souza
> College of Europe
> Brugge (Bruges), Belgium
> http://www.coleurope.eu
>
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Yuval Arbel
> Sent: 06 April 2014 15:07
> To: statalist
> Subject: st: Why Do I get Different Results in Stata and Spss?
>
> Dear Statalisters,
>
> I ran the following model in stata and spss and got different results.
> Obviously, there are degrees-of-freedom problem in this dataset, but I wonder whether this is the reason I got very different results.
>
> Here is the output:
>
> . reg close_avg_after1 close_avg_before tal100_before equity_return leverage inventory_cycle costumers_cycle suppliers_cycle gor
>> ss_profit_per liquidity working_capital cash_flowoversales
>> rate_ofnetprofit valuestock equityvsbalance equitymultiplier ratioo
>> fshorttermloanslongterm interestcoverageratio rateofsalesexpenses
>
>       Source |       SS       df       MS              Number of obs =      19
> -------------+------------------------------           F( 18,     0) =       .
>        Model |  1999905.68    18  111105.871           Prob > F      =       .
>     Residual |           0     0           .           R-squared     =  1.0000
> -------------+------------------------------           Adj R-squared =       .
>        Total |  1999905.68    18  111105.871           Root MSE      =       0
>
> -----------------------------------------------------------------------------------------------
>              close_avg_after1 |      Coef.   Std. Err.      t    P>|t|
>     [95% Conf. Interval]
> ------------------------------+-----------------------------------------
> ------------------------------+-----------------------
>              close_avg_before |   2.185104          .        .       .
>            .           .
>                 tal100_before |  -6.284746          .        .       .
>            .           .
>                 equity_return |  -.0717535          .        .       .
>            .           .
>                      leverage |  -83.99337          .        .       .
>            .           .
>               inventory_cycle |  -1.484844          .        .       .
>            .           .
>               costumers_cycle |    4.74203          .        .       .
>            .           .
>               suppliers_cycle |  -1.866507          .        .       .
>            .           .
>              gorss_profit_per |  -10306.54          .        .       .
>            .           .
>                     liquidity |   5696.688          .        .       .
>            .           .
>               working_capital |   4.95e-07          .        .       .
>            .           .
>            cash_flowoversales |  -4959.692          .        .       .
>            .           .
>              rate_ofnetprofit |  -473.2787          .        .       .
>            .           .
>                    valuestock |   85.21832          .        .       .
>            .           .
>               equityvsbalance |  -3335.051          .        .       .
>            .           .
>              equitymultiplier |   6.059973          .        .       .
>            .           .
> ratioofshorttermloanslongterm |  -6718.584          .        .       .
>            .           .
>         interestcoverageratio |  -3.395753          .        .       .
>            .           .
>           rateofsalesexpenses |  -1193.081          .        .       .
>            .           .
>                         _cons |   13705.22          .        .       .
>            .           .
> -----------------------------------------------------------------------------------------------
>
>
> --
> Dr. Yuval Arbel
> School of Business
> Carmel Academic Center
> 4 Shaar Palmer Street,
> Haifa 33031, Israel
> e-mail1: [email protected]
> e-mail2: [email protected]
> You can access my latest IZA discussion paper at http://ftp.iza.org/dp7946.pdf You can access my latest paper on SSRN at:  http://ssrn.com/abstract=2263398 You can access previous papers on SSRN at: http://ssrn.com/author=1313670
> *
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>
> *
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-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: [email protected]
e-mail2: [email protected]
You can access my latest IZA discussion paper at http://ftp.iza.org/dp7946.pdf
You can access my latest paper on SSRN at:  http://ssrn.com/abstract=2263398
You can access previous papers on SSRN at: http://ssrn.com/author=1313670
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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