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RE: st: coefficient interpretation in OLS
From
"Lynn Lee" <[email protected]>
To
<[email protected]>
Subject
RE: st: coefficient interpretation in OLS
Date
Fri, 17 Aug 2012 21:47:41 -0700
Hello Prof. Antonakis,
I read through the part of paper you pointed out to me. The ides is really
clear and very helpful. I appreciate for your suggestion.
Best Regards,
Lynn Lee
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of John Antonakis
Sent: Friday, August 17, 2012 2:18 AM
To: [email protected]
Subject: Re: st: coefficient interpretation in OLS
Hi Lynn:
If you want formal (and simple) explanation run through Eq. 2 to 5c in:
Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. (2010). On
making causal claims: A review and recommendations. The Leadership
Quarterly, 21(6), 1086-1120.
HTH,
John
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 17.08.2012 11:06, Nick Cox wrote:
> This really is covered in every decent regression text (in your case,
> perhaps, an econometrics text). It's an inevitable consequence of any
> correlations between X4 and X1, X2, X3.
>
> Nick
>
> On Fri, Aug 17, 2012 at 11:25 PM, Lynn Lee <[email protected]> wrote:
>
>> When I run simple OLS regression or pooled OLS regression, I find if I
add
>> more variables to the model, the coefficient on specific explanatory
>> variable can vary in magnitude. For example,
>> Y1=beta+beta1*X1+beta2*X2+beta3*X3+error term;
>> Y2=alpha+alpha1*X1+ alpha2*X2+ alpha3*X3+ alpha4*X4+error term.
>> The absolute value of estimates of beta1 or alpha1 can increase or
sometimes
>> decrease. I am not confident to explain this theoretically. Is it
related
>> to potential endogeneity issue?
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