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st: Fixed Effects inconsistency between Correlation and Coefficient Direction


From   MICHAEL ESPOSITO <mespo12@optonline.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed Effects inconsistency between Correlation and Coefficient Direction
Date   Sun, 18 Apr 2010 13:42:34 -0400 (EDT)

I have a question that I cannot seem to find an answer to. I am attempting to use the fixed effects model for research that I am conducting for my dissertation. My committee and I discovered that in certain circumstances the results do not seem logical. For instance, the correlation matrix indicates a positive relationship between two variables and then when we run the Fixed Effects Linear Regression model using the same two variables, the coefficient indicates a negative relationship. I suspect that it may be related to something I read that stated that the fixed effects model has the tendency to drop a significant amount of data in the independent variable when the data is perceived as having a high degree of randomness.

The correlation matrix suggests a positive relationship .2663 and the coefficient correlation indicates a negative -1491. When I run the same variables using the linear regression model with the Mixed Effects variation, all findings suggest a positive relationship. Does anyone know what could be causing this strange occurrence? Any advice or guidance you can provide would be most appreciated.
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