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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]>, "\"[email protected]\"" <[email protected]>
Subject
Re: st: probit offset produces a coeff of -1 instead of 1
Date
Sun, 18 Aug 2013 13:02:16 -0500
Incidentally, I wonder about your assumption that the coefficient
should be fixed at 1. Given the estimates you got, it sounds like
Stata might prefer a value closer to 0. You could do something like
probit y x1 x2 x3
test x1 = 1
If 1 seems implausible, double check how the data were generated.
Maybe you need the log of x1 or something like that.
At 02:19 PM 8/17/2013, [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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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/