Sent from my phone. Please excuse my brevity.
On March 15, 2016 12:02:07 PM PDT, "?????? ?." <salnsg at gmail.com> wrote:
>Dear colleagues!
>
>We spent calculation of the gravity model in R and STATA software.
>For calculations we used the standard package glmm in R (with parameter
>family = quasipoisson)
>and ppml in STATA.
>
>Call the calculation procedure in R:
>
>summary(glmm<-glm(formula=exports ~ ln_GDPimporter + ln_GDPexporter +
>ln_GDPimppc + ln_GDPexppc + ln_Distance + ln_Tariff + ln_ExchangeRate +
>Contig + Comlang + Colony_CIS + EAEU_CIS + EU_European_Union,
>family=quasipoisson(link="log"),data=data_pua))
>
>The results of the calculations in R following:
>
>------------------------------------------------------------------------
>
>Coefficients:
> Estimate Std. Error t value Pr(>|t|)
>(Intercept) -12.53224 15.30072 -0.819 0.41357
>ln_GDPimporter 0.10180 0.14988 0.679 0.49765
>ln_GDPexporter 0.14612 0.79823 0.183 0.85491
>ln_GDPimppc 0.34998 0.30247 1.157 0.24840
>ln_GDPexppc 0.65811 0.82189 0.801 0.42409
>ln_Distance 0.21838 0.16623 1.314 0.19020
>ln_Tariff -0.05499 0.04913 -1.119 0.26411
>ln_ExchangeRate -0.11748 0.04275 -2.748 0.00646 **
>Contig 1.48321 0.28684 5.171 4.92e-07 ***
>Comlang 1.50727 0.26199 5.753 2.67e-08 ***
>Colony_CIS 2.15272 0.46899 4.590 7.16e-06 ***
>EAEU_CIS -0.94417 0.29315 -3.221 0.00146 **
>EU_European_Union -0.08335 0.76733 -0.109 0.91359
>---
>Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
>
>(Dispersion parameter for quasipoisson family taken to be 2100.979)
>
> Null deviance: 1886758 on 251 degrees of freedom
>Residual deviance: 316332 on 239 degrees of freedom
>AIC: NA
>
>Number of Fisher Scoring iterations: 8
>
>------------------------------------------------------------------------
>
>On the same data, we done calculations in STATA, using ppml procedure.
>Call of the calculation procedure in STATA was next:
>
>ppml exports ln_gdpimporter ln_gdpexporter ln_gdpimppc ln_gdpexppc
>ln_distance ln_tariff ln_exchangerate contig comlang colony_cis
>eaeu_cis
>eu_european_union
>
>The results of the calculations in STATA were following:
>
>------------------------------------------------------------------------
>
>Iteration 1: deviance = 425911.3
>Iteration 2: deviance = 327020.8
>Iteration 3: deviance = 316763.3
>Iteration 4: deviance = 316335.1
>Iteration 5: deviance = 316332.3
>Iteration 6: deviance = 316332.3
>Iteration 7: deviance = 316332.3
>
>Number of parameters: 13
>Number of observations: 252
>Pseudo log-likelihood: -158930.64
>R-squared: .75348104
>Option strict is: off
>-----------------------------------------------------------------------------------
> | Robust
> exports | Coef. Std. Err. z P>|z|
> [95% Conf. Interval]
>------------------
>+----------------------------------------------------------------
> ln_gdpimporter | .1018021 .0982091 1.04 0.300
>-.0906843 .2942885
> ln_gdpexporter | .1461135 1.084255 0.13 0.893
>-1.978988 2.271215
> ln_gdpimppc | .349982 .201011 1.74 0.082
>-.0439924 .7439564
> ln_gdpexppc | .6581201 1.098236 0.60 0.549
>-1.494383 2.810624
> ln_distance | .2183809 .156757 1.39 0.164
>-.0888572 .525619
> ln_tariff | -.0549914 .0551489 -1.00 0.319
>-.1630811 .0530984
> ln_exchangerate | -.1174816 .0343881 -3.42 0.001
>-.1848812 -.0500821
> contig | 1.483213 .168467 8.80 0.000
>1.153024 1.813402
> comlang | 1.507272 .2745761 5.49 0.000
>.9691126 2.045431
> colony_cis | 2.152723 .2338133 9.21 0.000
>1.694457 2.610988
> eaeu_cis | -.9441651 .2469764 -3.82 0.000
>-1.42823 -.4601003
>eu_european_union | -.0833477 .4955678 -0.17 0.866
>-1.054643
>.8879474
> _cons | -12.53206 21.18599 -0.59 0.554
>-54.05585 28.99172
>-----------------------------------------------------------------------------------
>
>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?
>In particular, why coefficients the same (the first result table
>columns),
>but standard errors is not?
>With best regards,
>Sergey S.
>
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>
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