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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Explaining apparent inconsistency in regression coefficients |

Date |
Fri, 8 Apr 2011 20:45:41 +0100 |

Your relation Y3 = Y1 + Y2 does not carry over to your models. Lots of zeros on one Y could lever down the corresponding regressions. You should be able to plot everything on a single graph to see what is going on. Nick On Fri, Apr 8, 2011 at 8:23 PM, Hussain Samad <hsamad2000@yahoo.com> wrote: > 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. > * * 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: Explaining apparent inconsistency in regression coefficients***From:*Hussain Samad <hsamad2000@yahoo.com>

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