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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
> *
> * 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/
>
> *
> * 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/
--
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/