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st: Explaining apparent inconsistency in regression coefficients


From   Hussain Samad <hsamad2000@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Explaining apparent inconsistency in regression coefficients
Date   Fri, 8 Apr 2011 12:23:36 -0700 (PDT)

Dear Statalist:

This is not exactly a STATA question except for the program is run in STATA. I 
am running a say OLS (not TOBIT) for three outputs:

log(1+Y1)= alpha + beta*X + epsilon
log(1+Y2)= alpha + beta*X + epsilon
log(1+Y3)= alpha + beta*X + epsilon

where Y1= farm income, Y2=nonfarm income, and Y3=total income=Y1+Y2, and X is a 
dummy intervention variable. Y1 or Y2 can be 0 but Y3 cannot. And these are the 
beta values I'm getting: 0.45 for Y1, 0.35 for Y2 and 0.21 for Y3. My 
question: why is the beta for Y3 is smaller than the other two? Shouldn't it be 
in between the other two betas? Any explanation will be highly appreciated.

Thanks. Hussain       



      

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