thank you Nick. even though i plot the data and the fitted data, the
problem is still there. let me give some examples:
1. X1>0, however, the fitted value of X1 from first stage has negative
observation.
2. 0<X1<1, however, the fitted value of X1 from first stage has
observation bigger than 1.
you name it.
I guess it doesn't matter, but it does look questionable in terms of
how to explaine the meaning of X1.
On Mon, 21 Feb 2005 22:47:39 -0000, Nick Cox <[email protected]> wrote:
> Why not plot the data and your fit,
> if that makes sense?
>
> Nick
> [email protected]
>
> yi jiang
>
> > I'm doing a two stage regression. I'm predicting X1 (X1 are all
> > positive) at the first stage and then use the predicted value of X1 at
> > the second stage.
> > However, the predicted value of X1 shows some negative value, which
> > makes no sense in terms of data--X1 cannot be negative. any thoughts?
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
