Now I understand, > R gives numbers zero to about 6 digits and Stata gives zero to about 30 > digits. The intercepts are the same in both packages.
Thank you, Jean, On Thu, 11 Nov 2004, Thomas Lumley wrote: > On Thu, 11 Nov 2004, Jean Eid wrote: > > > Thank you Thomas for your answer. It was the weights that are giving me > > problems and I still have no idea why. i.e. when I try your example, > > everything work fine. However when I do not include the weights=Freq and > > [fw=Freq] in both softwares, I do get verry different results. > > > > I still don't understand what example you are using to find the > difference. I tried two ways of not using weights > > 1) Expand the data to have a record for each observation (so 1681 rows > instead of 72). > Fitting these expanded data without weights gives the same answers as > fitting the compressed data with weights, in both MASS::polr and Stata's > oprobit. > > > 2) Pretend that the housing data have only 72 observations and ignore the > weights (though why you would do this...) > The true coefficients are all zero in this situation. R gives numbers > zero to about 6 digits and Stata gives zero to about 30 digits. The > intercepts are the same in both packages. > > > -thomas > ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
