[R] About calculation of the gravity model in R and STATA software

S Ellison S.Ellison at LGCGroup.com
Wed Mar 16 14:10:08 CET 2016


> As you can see, model coefficients (second column in the results table) are the
> same at least until the 4th mark (!) However, other results (columns in the
> table of results, since the third) is not the same.
> Could you explain differences in the results?

R and stata are clearly doing different things.
Look up how stata calculates its standard errors (which I note are described as '_robust_ ') and compare that with the documentation for the R function.
Without knowing anything about stata or your data set, my guess would be that R's quasibinomial family is allowing for overdispersion and stata is not.

S Ellison



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