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st: RE: opposite sign of one of the independent variables
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: opposite sign of one of the independent variables
Date
Fri, 11 Nov 2011 09:27:55 +0000
This can happen. The sign of the coefficient associated with a predictor in a model with more than one predictor is necessarily affected by what else is in the model. How could it be otherwise unless the predictors are totally uncorrelated?
The plain correlation is not based on the same evidence. If the correlation is based on all panels combined, even more apparent anomalies are possible.
Also, sometimes one learns from data that expectations are wrong....
Nick
[email protected]
Deepti Garg
I have been working on the panel data in Stata. There are some variables in the data. When I run the regression, the sign of the coefficient I am getting on one of the variables is the opposite of what I am considering in my research. The sign is as expected if I delete one of the independent variables included in the regression model. However, the correlation coefficient does not show any correlation between the two variables. Could someone please guide me on that?
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