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Re: st: RE: first stage prediction gets negative value for positive observations


From   yi jiang <yistata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: first stage prediction gets negative value for positive observations
Date   Mon, 21 Feb 2005 15:01:03 -0800

thank you Nick. even though i plot the data and the fitted data, the
problem is still there. let me give some examples:
1. X1>0, however, the fitted value of X1 from first stage has negative
observation.
2. 0<X1<1, however, the fitted value of X1 from first stage has
observation bigger than 1.
you name it.
I guess it doesn't matter, but it does look questionable in terms of
how to explaine the meaning of X1.

On Mon, 21 Feb 2005 22:47:39 -0000, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> Why not plot the data and your fit,
> if that makes sense?
> 
> Nick
> n.j.cox@durham.ac.uk
> 
> yi jiang
> 
> > I'm doing a two stage regression. I'm predicting X1 (X1 are all
> > positive) at the first stage and then use the predicted value of X1 at
> > the second stage.
> > However, the predicted value of X1 shows some negative value, which
> > makes no sense in terms of data--X1 cannot be negative. any thoughts?
> 
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