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RE: st: sign of coefficients in a xtprobit


From   Luca Marcolin <gonzalo07@hotmail.it>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: sign of coefficients in a xtprobit
Date   Sat, 9 Feb 2013 16:40:36 +0100

Hi,

the command is xi: xtprobit voto national_attitude party_attitude speaker_fellow speaker_nation i.nation i.party, re

The problem is with speaker_fellow (defining if the speaker is from the same nation of the person who votes). I would expect that the relation was positive, but it is not (and the variable is significant).

Yes, probably should not be so surprising, but my supervisor doesn't think so...

----------------------------------------
> Date: Sat, 9 Feb 2013 10:29:06 -0500
> Subject: Re: st: sign of coefficients in a xtprobit
> From: dchoaglin@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> Hi, Luke.
>
> You did not give us the -xtprobit- command that you used. If the
> regression involves other predictors besides that dummy variable, it
> may not be surprising that the coefficient of the dummy variable does
> not have the sign that you expect. That coefficient should be
> interpreted as the effect of the dummy variable after adjusting for
> simultaneous linear change in the other predictors in your model.
>
> David Hoaglin
>
> On Sat, Feb 9, 2013 at 4:38 AM, Luca Marcolin <gonzalo07@hotmail.it> wrote:
> > Hello,
> > I am currently dealing with a xtprobit regression.
> > I
> > have experimented a problem with the coefficient of a dummy variable. IT
> > has not the sign that I expect, that is logical and obvious.
> > Maybe
> > there is a problem in my dataset, when I have put in the data, or is a
> > specific - and curious - characteristic of my sample, but maybe is a
> > "technical" problem.
> > Can you suggest me some commands or procedures to understand if the variable is bad-built or there are some technical problems?
> >
> > Thanks
> >
> > Luke
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