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RE: st: RE: Why Do I get Different Results in Stata and Spss?
From
"Schaffer, Mark E" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: RE: Why Do I get Different Results in Stata and Spss?
Date
Mon, 7 Apr 2014 12:05:03 +0000
Ah, right. Yes, I don't see how to answer the question either. If there are no degrees of freedom left, then b should be the same whatever the package used to calculate it, no?
--Mark
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of DE SOUZA Eric
> Sent: 07 April 2014 12:52
> To: '[email protected]'
> Subject: RE: st: RE: Why Do I get Different Results in Stata and Spss?
>
> Mark,
> Yuval is aware of this as is clear from his reply to my post. I did not notice that
> he had no degrees of freedom left.
>
> His question is why he gets different results in Stata and in SPSS. But I don't
> see what he gets in SPSS anywhere. So it is not possible to answer his
> question.
>
>
> Eric de Souza
> College of Europe
> Brugge (Bruges), Belgium
> http://www.coleurope.eu
>
>
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Schaffer, Mark E
> Sent: 07 April 2014 13:31
> To: [email protected]
> Subject: RE: st: RE: Why Do I get Different Results in Stata and Spss?
>
> Yuval,
>
> Maybe I'm missing something, but 18 variables + the constant = 19, hence
> the 100% R-sq.
>
> --Mark
>
> > -----Original Message-----
> > From: [email protected] [mailto:owner-
> > [email protected]] On Behalf Of Yuval Arbel
> > Sent: 07 April 2014 12:24
> > To: statalist
> > Subject: Re: st: RE: Why Do I get Different Results in Stata and Spss?
> >
> > 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:owner-
> > [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/
>
>
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-----
Sunday Times Scottish University of the Year 2011-2013
Top in the UK for student experience
Fourth university in the UK and top in Scotland (National Student Survey 2012)
We invite research leaders and ambitious early career researchers to
join us in leading and driving research in key inter-disciplinary themes.
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.
*
* 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/