I am currently "translating" a piece of SAS code to Stata. Each step, I verify that both my Stata code and the SAS code produce the same outcome, which is what I'm aiming for. When I import the code produced from the SAS code to a Stata dataset, I find some variable precision mismatches (float or double) that occasionally create large difference when I generate new variables (large dataset). I would like to get the 2 codes to produce the same outcome and I cannot modify the SAS code. Results are generated from the same initial dataset source (SAS format).
I was thinking about changing the precision of the variables produced by the SAS code to float so that I can check step by step that the 2 codes do the same thing (beside these few observations that will in reality mismatch but will be eliminated in the very last step through winsorization). How can I do that?
Alternatively, I could import the initial SAS data to Stata with double precision, but I could not find the option to do so in "import sas " in Stata. Is there a better way to solve the problem?
here is an example:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str6 gvkey int fyear double(ebit1 ebit nopi1 nopi ceq1 ceq lt1 lt che1 che roic1 roic) "001084" 2001 -2.127 -2.127 .006 .006 -4.699 -4.699 4.705 4.705 .006 .006 . -9386189195902306 "001084" 2002 .059 .059 0 0 -4.762 -4.762 4.775 4.775 .013 .013 66428094503714.81 74749855793191.17 "001084" 2003 -.029 -.029 0 0 -4.942 -4.942 4.944 4.944 .002 .002 . 131632770211017.97 "001084" 2004 -.029 -.029 0 0 -4.795 -4.795 4.797 4.797 .002 .002 . 131632770211017.97 "001084" 2005 -.014 -.014 0 0 -4.712 -4.712 4.715 4.715 .003 .003 . -123212985225159.22 "001084" 2006 -.05 -.05 0 0 -4.838 -4.838 4.84 4.84 .002 .002 . 226953052087962.03 "001084" 2014 -.816 -.816 .199 .199 -4.604 -4.604 4.632 4.632 .028 .028 . 2417800262760226.5 "001084" 2015 -.769 -.769 -.762 -.762 -5.142 -5.142 5.168 5.168 .026 .026 . 35396712860736.56 "001084" 2016 -.829 -.829 .006 .006 -4.779 -4.779 4.872 4.872 .093 .093 . 30084045510834912 "001084" 2018 -2.893 -2.893 4.692 4.692 -.595 -.595 4.441 4.441 3.846 3.846 34159803173605212 . "001718" 1995 -.565 -.565 .32 .32 -.253 -.253 .31 .31 .057 .057 . 127541941447132448 "002831" 1999 0 0 0 0 -.189 -.189 .19 .19 .001 .001 . 0 "003515" 2003 -.384 -.384 0 0 -7.891 -7.891 8.339 8.339 .448 .448 . -988218432520154.6 "004173" 2001 -.083 -.083 0 0 -.024 -.024 .037 .037 .013 .013 . 47846242441184152 "004359" 1997 -.014 -.014 0 0 -.009 -.009 .01 .01 .001 .001 -8070450532247929 -16140901064495858 "004562" 1988 -.061 -.061 0 0 -.321 -.321 .326 .326 .005 .005 . -14065642356203532 "005045" 1999 -.027 -.027 0 0 .029 .029 .035 .035 .064 .064 -7782220156096217 . "005045" 2001 -.027 -.027 0 0 .009 .009 .023 .023 .032 .032 15564440312192434 . "005215" 2007 -.041 -.041 0 0 -.04 -.04 .042 .042 .002 .002 . -23634890844440364 "005215" 2008 -.059 -.059 0 0 -.099 -.099 .104 .104 .005 .005 4251398048237748 6183851706527633 "005215" 2009 -.222 -.222 0 0 -.237 -.237 .242 .242 .005 .005 . -51189714804544008 "005215" 2011 -.156 -.156 0 0 -.724 -.724 .729 .729 .005 .005 . -35971150943733624 "006683" 2013 -1.574 -1.574 0 0 -1.658 -1.658 1.667 1.667 .009 .009 -7088665813481161 -13149988755443314 "006741" 2005 -.093 -.093 0 0 -.132 -.132 .139 .139 .007 .007 . -15317385704062396 "006741" 2006 -.063 -.063 .002 .002 -.207 -.207 .21 .21 .003 .003 . -24979965933148352 "007279" 1977 8.468 8.468 .091 .091 .1 .1 1.183 1.183 1.283 1.283 60362646525572240 37726654078482648 "007279" 1978 19.267 19.267 0 0 .23 .23 5.75 5.75 5.98 5.98 -46277788810958584 . "007279" 1979 18.391 18.391 .013 .013 .36 .36 4.533 4.533 4.893 4.893 33106861580725984 20691788487953740 "007279" 1980 11.318 11.318 .029 .029 .36 .36 2.762 2.762 3.122 3.122 101682272386771056 . "007279" 1981 19.45 19.45 .153 .153 .36 .36 4.563 4.563 4.923 4.923 -57937308006245640 . "007279" 1982 6.353 6.353 .096 .096 .36 .36 .958 .958 1.318 1.318 -56358045736914384 . "007279" 1983 8.283 8.283 .061 .061 1.781 1.781 2.624 2.624 4.405 4.405 -37028596136240216 . "007939" 1985 -.691 -.691 -.019 -.019 -1.564 -1.564 1.568 1.568 .004 .004 . -193690812773950272 "007939" 1986 -.205 -.205 -.004 -.004 -1.59 -1.59 1.591 1.591 .001 .001 . 1824702538787214.3 "007939" 1987 -.216 -.216 .001 .001 -1.786 -1.786 1.789 1.789 .003 .003 . 2001471731997486.3 "007959" 1992 12.783 12.783 .088 .088 .015 .015 2.986 2.986 3.001 3.001 39772658970065008 28586598634734224 "007959" 1993 10.204 10.204 .045 .045 .044 .044 2.689 2.689 2.733 2.733 -244011032610436640 . "007959" 1994 8.731 8.731 .046 .046 .019 .019 1.829 1.829 1.848 1.848 -67656238293989640 -39113762763712760 "007959" 1995 11.865 11.865 .077 .077 .041 .041 2.91 2.91 2.951 2.951 154439076094380832 . "007959" 1996 9.014 9.014 .072 .072 .13 .13 2.348 2.348 2.478 2.478 -26847458578631316 -20135593933973488 "007959" 1997 12.978 12.978 .092 .092 .067 .067 2.957 2.957 3.024 3.024 -77377846397728272 . "007959" 1998 13.295 13.295 .102 .102 .07 .07 2.696 2.696 2.766 2.766 79221319845198608 . "007959" 1999 10.098 10.098 .07 .07 .058 .058 2.261 2.261 2.319 2.319 57807484240987312 . "007959" 2000 13.572 13.572 .096 .096 .014 .014 2.933 2.933 2.947 2.947 -57543593318821736 -30345254289222400 "007959" 2001 21.77 21.77 .137 .137 .059 .059 5.332 5.332 5.391 5.391 -129901827651874576 . "007959" 2002 16.825 16.825 .061 .061 .065 .065 3.394 3.394 3.459 3.459 301993376612955968 . "007959" 2003 17.367 17.367 .031 .031 .045 .045 4.019 4.019 4.064 4.064 249838090048303776 . "007959" 2004 14.286 14.286 .022 .022 .066 .066 2.948 2.948 3.014 3.014 85652460113083664 . "007959" 2005 20.164 20.164 .059 .059 .064 .064 3.856 3.856 3.92 3.92 -362179482033135296 . "007959" 2006 30.095 30.095 .164 .164 .036 .036 7.168 7.168 7.204 7.204 73110367699973584 . "007959" 2007 26.532 26.532 .208 .208 .031 .031 5.882 5.882 5.913 5.913 -45162954891771792 -29638189147725236 "007959" 2008 33.569 33.569 .096 .096 .058 .058 9.467 9.467 9.525 9.525 192958707618524992 . "007959" 2009 27.688 27.688 .011 .011 .094 .094 3.492 3.492 3.586 3.586 199433803018773152 . "007959" 2010 18.713 18.713 .007 .007 .065 .065 5.147 5.147 5.212 5.212 37441926502041112 21061083657398124 "007959" 2011 24.17 24.17 .026 .026 .09 .09 5.882 5.882 5.972 5.972 -32217750934291336 -27183727350808316 "007959" 2012 22.57 22.57 .04 .04 .091 .091 4.687 4.687 4.778 4.778 32469151873490328 25366524901164320 "007959" 2013 20.61 20.61 .025 .025 .047 .047 4.871 4.871 4.918 4.918 70633598727178408 . "007959" 2014 18.026 18.026 .019 .019 .171 .171 3.584 3.584 3.755 3.755 92681506845783456 . "007959" 2015 11.572 11.572 .009 .009 .079 .079 2.114 2.114 2.193 2.193 -64092458450812360 . "007959" 2016 6.137 6.137 .004 .004 .062 .062 1.103 1.103 1.165 1.165 -110482306058653008 . "007959" 2017 7.022 7.022 .004 .004 .104 .104 2.022 2.022 2.126 2.126 -72242884994025472 . "007959" 2018 6.403 6.403 .005 .005 .079 .079 1.378 1.378 1.457 1.457 -35463422050358684 -28814030415916432 "007959" 2019 7.564 7.564 .014 .014 .12 .12 1.471 1.471 1.591 1.591 68004354373294488 34002177186647244 "008381" 2012 -.005 -.005 0 0 -.011 -.011 .072 .072 .061 .061 1441151880758558.8 . "008753" 1983 -.039 -.039 0 0 -.259 -.259 .261 .261 .002 .002 . -22481969339833516 "009048" 2008 -.108 -.108 -.002 -.002 -.001 -.001 .044 .044 .043 .043 -122209679488325776 . "009048" 2009 -.023 -.023 0 0 .015 .015 .006 .006 .021 .021 13258597302978740 6629298651489370 "009048" 2015 -.03 -.03 0 0 -.054 -.054 .066 .066 .012 .012 -4323455642275676 -8646911284551352 "009048" 2017 -.02 -.02 0 0 -.113 -.113 .121 .121 .008 .008 1441151880758558.8 2882303761517117.5 "009048" 2018 -.023 -.023 0 0 -.146 -.146 .154 .154 .008 .008 . -3314649325744685 "009551" 2005 -.171 -.171 0 0 -.071 -.071 .074 .074 .003 .003 . -65716525762590280 "010019" 2013 -.791 -.791 0 0 -2.062 -2.062 2.065 2.065 .003 .003 . -6961533665221496 "010278" 2016 -.695 -.695 .695 .695 .326 .326 1.125 1.125 1.451 1.451 25040013928179956 . "010564" 2012 .787 .787 0 0 .7 .7 .174 .174 .874 .874 . -7088665813481161 "010564" 2016 .088 .088 0 0 .488 .488 .036 .036 .524 .524 -1585267068834414.5 . "011409" 1997 .423 .423 .208 .208 -4.802 -4.802 5.418 5.418 .616 .616 242068479971164.16 387309567953862.6 "011739" 2015 -.056 -.056 0 0 -.028 -.028 .031 .031 .003 .003 . 64563604257983432 "011836" 1997 -.039 -.039 0 0 -.041 -.041 .042 .042 .001 .001 . -44963938679667032 "011897" 2013 -.107 -.107 0 0 -.227 -.227 .247 .247 .02 .02 . 10280216749411052 "011905" 2014 -1.852 -1.852 0 0 -2.071 -2.071 2.078 2.078 .007 .007 4170333254945079.5 5663688664540798 "011916" 2014 -.073 -.073 0 0 -.046 -.046 .047 .047 .001 .001 . -84163269836299824 "012109" 1997 -.011 -.011 0 0 -.027 -.027 .03 .03 .003 .003 . 12682136550675316 "012109" 1998 -.005 -.005 0 0 -.035 -.035 .038 .038 .003 .003 720575940379279.4 1152921504606847 "012109" 1999 -.009 -.009 0 0 -.047 -.047 .049 .049 .002 .002 . -5188146770730811 "012109" 2000 -.097 -.097 0 0 -.024 -.024 .027 .027 .003 .003 . 111833385946864160 "012132" 2000 -.012 -.012 0 0 -.025 -.025 .026 .026 .001 .001 3458764513820541 4611686018427388 "012134" 2000 -.229 -.229 0 0 -.017 -.017 .018 .018 .001 .001 66004756138741992 88006341518322656 "012573" 2003 -.182 -.182 0 0 -.605 -.605 .614 .614 .009 .009 . -20983171383844616 "012573" 2010 -.752 -.752 0 0 -1.845 -1.845 1.846 1.846 .001 .001 -3386706919782613 -6720906755537589 "012573" 2012 -.342 -.342 0 0 -2.281 -2.281 2.282 2.282 .001 .001 . 3104717752563320.5 "012595" 2002 -6.313 -6.313 .004 .004 -4.844 -4.844 4.845 4.845 .001 .001 7112309711524855 11397504138656418 "012724" 1996 -.382 -.382 .002 .002 -.554 -.554 .556 .556 .002 .002 . -221360928884514624 "012724" 1998 -.097 -.097 0 0 -.046 -.046 .048 .048 .002 .002 . -55916692973432080 "012724" 1999 -.026 -.026 0 0 -.035 -.035 .036 .036 .001 .001 3746994889972252.5 4282279874254003 "012741" 1998 .004 .004 .002 .002 -.187 -.187 .209 .209 .022 .022 . -288230376151711.75 "012744" 2007 -.111 -.111 0 0 -.529 -.529 .533 .533 .004 .004 . -31993571752840004 "012807" 1998 -.25 -.25 0 0 -.03 -.03 .036 .036 .006 .006 . 144115188075855872 "012807" 2002 -.43 -.43 0 0 -.536 -.536 .537 .537 .001 .001 . -495756246980944192 "012807" 2006 -.995 -.995 0 0 -.673 -.673 .704 .704 .031 .031 8962163258467287 11949551011289716 "012807" 2017 -1.622 -1.622 .091 .091 -4.157 -4.157 4.454 4.454 .297 .297 . 6171732929348528 end
Code:
gen roic=(ebit-nopi)/(ceq+lt-che) gen roic1=(ebit1-nopi1)/(ceq1+lt1-che1)
Code:
. sum roic1 roic
Variable | Obs Mean Std. Dev. Min Max
-------------+---------------------------------------------------------
roic1 | 315,074 1.64e+13 6.90e+15 -2.07e+18 1.79e+18
roic | 315,350 -1.17e+14 1.72e+16 -6.14e+18 1.27e+18
0 Response to Convert double variables to float
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