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From |
"Jitian Sheu" <jtsheu@mail.cgu.edu.tw> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 4 Feb 2010 23:19:37 +0800 |

Many thanks for Martin's answer. However, I am quite confusing... Are you suggesting that the sign of estimated coefficients from OLS should be the same with that from Logit? Furthermore, at this moment, I am still trying the model specification only, the marginal effect is not my concern yet. Thanks again. JT. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss Sent: Thursday, February 04, 2010 11:10 PM To: statalist@hsphsun2.harvard.edu Subject: st: AW: Why do logit model coefficients produce signs opposite to those obtained from OLS? <> Just try to find it out with the examples in the help file. But you are probably more interested in marginal effects than the coefficients themselves? ************* webuse lbw, clear glm low age lwt i.race smoke ptl ht ui, family(gaussian) link(identity) margins, dydx(*) glm low age lwt i.race smoke ptl ht ui, family(binomial 1) link(logit) margins, dydx(*) ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Jitian Sheu Gesendet: Donnerstag, 4. Februar 2010 16:02 An: statalist@hsphsun2.harvard.edu Betreff: st: Why do logit model coefficients produce signs opposite to those obtained from OLS? 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Why do logit model coefficients produce signs opposite to those obtained from OLS?***From:*"Jitian Sheu" <jtsheu@mail.cgu.edu.tw>

**st: AW: Why do logit model coefficients produce signs opposite to those obtained from OLS?***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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