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Re: st: probit offset produces a coeff of -1 instead of 1


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: st: probit offset produces a coeff of -1 instead of 1
Date   Sat, 17 Aug 2013 16:15:25 -0400

I know that Richard appreciates the thanks. Also, see:

http://www.stata.com/statalist/archive/2013-03/msg00375.html

by Nick Cox, which states>
"There is only one rule on Statalist, and it comes from the top,
Marcello Pagano. You are asked to use your full real name in posting.
We are deliberately and deliciously old-fashioned in that sense."

Steve

On Aug 17, 2013, at 3:19 PM, [email protected] wrote:

RIGHT, MANY THANKS !


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 autility 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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