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st: Why do logit model coefficients produce signs opposite to those obtained from OLS?


From   "Jitian Sheu" <jtsheu@mail.cgu.edu.tw>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Why do logit model coefficients produce signs opposite to those obtained from OLS?
Date   Thu, 4 Feb 2010 23:02:16 +0800

Dear listers:

I am running a very very simple binary model, y=a+bX+e, where y is a dummy
variable.
Before performing -logit- command, I estimate the above model by a
traditional OLS, i.e. linear probability model (regress y x1 x2...)

I knew that OLS is not a good model for fitting this model. I just want to
get some direction from results obtained from traditional OLS

However, after I perform -regress- and -logit-, I found signs of estimated
coefficients from these two models are not the same.

I am just wondering whether this is "normal"? or I am doing anything wrong?

Many thanks.

Jitian


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