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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