Question

我正在尝试在 R 中复制一些Stata结果，并且难以解释其他结果。作为可重现的示例，我使用了调查包中的API数据。

 data(api, package = 'survey')
 df <- apistrat[, c('api00', 'ell', 'meals', 'mobility', 'cname', 'pw')]
 df$cname <- ifelse(df$cname %in% c('Fresno', 'Santa Clara', 'San Bernadino'), 
                    'Group1', 'Group2')

在 R 中：

y <- felm(api00 ~ ell + meals + mobility|cname|0|cname, data=df, weights=df$pw)
summary(y)

Call:
   felm(formula = api00 ~ ell + meals + mobility|cname|0|cname, data=df, weights=df$pw) 

Weighted Residuals:
     Min       1Q   Median       3Q      Max 
-1076.96  -317.47   -87.58   217.20  1164.29 

Coefficients:
         Estimate Cluster s.e. t value Pr(>|t|)    
ell       -0.5139       0.6136  -0.837   0.4033    
meals     -3.1483       0.3341  -9.424   <2e-16 ***
mobility   0.2347       0.1071   2.192   0.0296 *  
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 404 on 195 degrees of freedom
Multiple R-squared(full model): 0.6601   Adjusted R-squared: 0.6531 
Multiple R-squared(proj model): 0.6496   Adjusted R-squared: 0.6425 
F-statistic(full model, *iid*):94.68 on 4 and 195 DF, p-value: < 2.2e-16 
F-statistic(proj model): 0.2338 on 3 and 1 DF, p-value: 0.8695

在Stata中：

areg api00 ell meals mobility [pw=pw], absorb(cname) vce(cl cname)

Linear regression, absorbing indicators         Number of obs     =        200
Absorbed variable: cname                        No. of categories =          2
                                                F(   1,      1)   =          .
                                                Prob > F          =          .
                                                R-squared         =     0.6601
                                                Adj R-squared     =     0.6531
                                                Root MSE          =    72.2192

                                  (Std. Err. adjusted for 2 clusters in cname)
------------------------------------------------------------------------------
             |               Robust
       api00 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         ell |   -.513901   .6136284    -0.84   0.556    -8.310789    7.282987
       meals |  -3.148314   .3340804    -9.42   0.067    -7.393208     1.09658
    mobility |   .2346743   .1070769     2.19   0.273    -1.125866    1.595215
       _cons |   821.8216    .237367  3462.24   0.000     818.8056    824.8376
------------------------------------------------------------------------------

R 和Stata返回相同的估算值，聚类SE和t值，但p值不同。具体来说，根据 R ，进餐和流动性是重要的预测因素，但根据Stata而言则不是。

谁能建议我造成差异的原因？

在R中复制Stata pweight

0 个答案: