[Gretl-users] Re: OLS Results mis-match

I agree that se's are large but can we have an option to agree with results of other softwares? stata, r, spss are all producing similar results. SPSS resutls wth VIF "in quotations" which are < 5: Coefficientsa Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Tolerance VIF 1 (Constant) 1158559.201 360592.720 3.213 .002 Q 2026114.340 61806.945 .907 32.781 .000 .819 "1.221" PF 1.225 .104 .339 11.814 .000 .763 "1.311" LF -3065753.131 696327.318 -.136 -4.403 .000 .659 "1.517" a Dependent Variable: C Stata report: regress c q pf lf Source | SS df MS Number of obs = 90 -------------+---------------------------------- F(3, 86) = 503.12 Model | 1.1966e+14 3 3.9885e+13 Prob > F = 0.0000 Residual | 6.8177e+12 86 7.9276e+10 R-squared = 0.9461 -------------+---------------------------------- Adj R-squared = 0.9442 Total | 1.2647e+14 89 1.4210e+12 Root MSE = 2.8e+05 ------------------------------------------------------------------------------ c | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- q | 2026114 61806.94 32.78 0.000 1903246 2148982 pf | 1.225348 .1037217 11.81 0.000 1.019156 1.43154 lf | -3065753 696327.3 -4.40 0.000 -4450006 -1681500 _cons | 1158559 360592.7 3.21 0.002 441724.7 1875394 ------------------------------------------------------------------------------ R report: Model Coefficients - C Predictor Estimate SE t p Intercept 1.16E+06 360592.72 3.21 0.002 Q 2.03E+06 61806.945 32.78 <.001 PF 1.23 0.104 11.81 <.001 LF -3.07E+06 696327.318 -4.4 <.001