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Wrong date fromat?

You need to specify an appropriate value for the origin parameter.  It looks like as.Date in the zoo package (which masks the as.Date in base) defaults to the Unix epoch value, origin='1970-01-01'.  Your Stata values are based on origin='1960-01-01' as your first example specified.

Hope this is helpful,

Dan

Daniel Nordlund
Bothell, WA USA