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Re: st: probit offset produces a coeff of -1 instead of 1
From
Richard Williams <[email protected]>
To
[email protected], "[email protected]" <[email protected]>
Subject
Re: st: probit offset produces a coeff of -1 instead of 1
Date
Sat, 17 Aug 2013 12:33:04 -0500
I don't think you want to include x1 as a regressor if you are also
specifying it as the offset. It is like you are trying to enter the
same variable twice.
At 09:56 AM 8/17/2013, [email protected] wrote:
Hello everyone
I am trying to estimate a probit model where I need to fix the
effect of a variable to be equal to 1 (data was generated from a
utility function where the coefficient is 1 for that variable). I
thought using the option offset is the way to go: probit y x1 x2 x3, offset(x1)
However, the estimate of the coefficient for x1 is -1 (to be more
precise, -.95 with a CI of -.9911481 to -.9251313).
Does anyone know what to make out of the unexpected sign?
Many thanks in advance
Denisa
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
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