[R] polr probit versus stata oprobit

Jean Eid jeaneid at chass.utoronto.ca
Thu Nov 11 19:52:48 CET 2004


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
>




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