Dear list,
I am running xtreg with time and country effects in a panel with 50 years and 45 countries. My depvar and two covariates are in constant dollars per capita already.
I am testing some policy indicator variables, and some coefficients switch signs when I take the log of my dollar-valued variables. What worries me is that the estimates are significant either in the log transform, or without it--but with opposite signs.
Any suggestions of what should I do?
Thanks,
-JA
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