Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Hussain Samad <hsamad2000@yahoo.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Explaining apparent inconsistency in regression coefficients |
Date | Fri, 8 Apr 2011 12:23:36 -0700 (PDT) |
Dear Statalist: This is not exactly a STATA question except for the program is run in STATA. I am running a say OLS (not TOBIT) for three outputs: log(1+Y1)= alpha + beta*X + epsilon log(1+Y2)= alpha + beta*X + epsilon log(1+Y3)= alpha + beta*X + epsilon where Y1= farm income, Y2=nonfarm income, and Y3=total income=Y1+Y2, and X is a dummy intervention variable. Y1 or Y2 can be 0 but Y3 cannot. And these are the beta values I'm getting: 0.45 for Y1, 0.35 for Y2 and 0.21 for Y3. My question: why is the beta for Y3 is smaller than the other two? Shouldn't it be in between the other two betas? Any explanation will be highly appreciated. Thanks. Hussain * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/