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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

Subject |
AW: st: Fixed Effects inconsistency between Correlation and Coefficient Direction |

Date |
Mon, 19 Apr 2010 18:41:34 +0200 |

<> Steve, is the single left quote in ************* input id x `1 1 ************* intentional? (Omitting it does lead to similar results, though...) HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Steve Samuels Gesendet: Montag, 19. April 2010 18:25 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: Fixed Effects inconsistency between Correlation and Coefficient Direction Here's a data set that qualitatively reproduces the phenomenon you describe. Note the relatively large between-id variation compared to within-id variation. I don't understand your statement about dropping data. Please provide a reference. Steve **************************CODE BEGINS************************** clear input id x `1 1 1 2 1 3 2 4 2 5 2 6 3 7 3 8 3 9 end set seed 123456 gen y = 10*id -x + rnormal(0,1) xtset id list corr y x xtreg y x, fe xtreg y x, re ***************************CODE ENDS*************************** On Sun, Apr 18, 2010 at 1:42 PM, MICHAEL ESPOSITO <mespo12@optonline.net> wrote: > 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. -- Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 * * 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: Fixed Effects inconsistency between Correlation and Coefficient Direction***From:*MICHAEL ESPOSITO <mespo12@optonline.net>

**Re: st: Fixed Effects inconsistency between Correlation and Coefficient Direction***From:*Steve Samuels <sjsamuels@gmail.com>

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