Comparisons of outdoor Urban Microcell (UMi) large-scale path loss models, root mean square (RMS) delay spreads (DS), angular spreads (AS), and the number of spatial beams for extensive measurements performed at 28, 38, 73, and 142 GHz are presented in this letter. Measurement campaigns were conducted from 2011-2020 in downtown Austin, Texas, Manhattan (New York City), and Brooklyn, New York with communication ranges up to 930 m. Key similarities and differences in outdoor wireless channels are observed when comparing the channel statistics across a wide range of frequencies from millimeter-wave to sub-THz bands. Path loss exponents (PLEs) are remarkably similar over all measured frequencies, when referenced to the first meter free space path loss, and the RMS DS and AS decrease as frequency increases. The similar PLEs from millimeter-wave to THz frequencies imply that spacing between cellular base stations will not have to change as carrier frequencies increase towards THz, since wider bandwidth channels at sub-THz or THz carrier frequencies will cover similar distances because antenna gains increase quadratically with increasing frequency when the physical antenna area remain constant.