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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 16:48:06 +0100

Moreover, I have no problems or errors reported from stata.

It seems it is a problem of my sample, a feature of these particular cases I have used as data. Otherwise everything - as far as I can understand - it is okay.

----------------------------------------
> From: gonzalo07@hotmail.it
> To: 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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>
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