Re: stata v.s. limdep on panel data

Ying wrote:

Hi all,

I am trying to replicate some statistical results on STATA, which were
produced by Limdep before. I used random effect model to compare the
results in Stata and Limdep. However, they did not produce exactly same
results.

Could you please tell me the difference between the two packages on
panel data analysis? And how to get the same result in both packages?

This is the code I use:
Limdep:
"regress;
 lhs=dependent variable;
 rhs=independent variable;
 str=group id;
 random;"
Stata:
"xtreg dep. var. indep. var., re i (group id)"

I also tried the fixed effect model in both packages. The results are
still different.

Any help will be deeply appreciated! Thank you!

if that is really the stata command you entered, then you made a typo (there should NOT be a space between "i" and the parens)

you would probably do better in getting a response by sending to either (1) the stata listserv (you can join at www.stata.com) or (2) stata tech support

Rich Goldstein
.