We are running a series of 3 regressions where we first use 2 areg commands, and then regress the residuals from the first 1st areg on the 2nd areg. In total, we have 20,000 sets for which we perform these regressions in a loop. For certain instances where the coefficients are very small (for example 10^-10) - the direction of the coefficient (i.e., positive/negative), magnitude as well as the standard error varies with every run. Why is this the case? We set type double, even set a seed, etc. but these did not help. The base dataset is exactly the same, but every regression run appears to produce different results for these regressions where the coefficients are very small.
Thanks in advance for your help.
Thanks in advance for your help.
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