For estimating a certain model I use the procedure oprobit. Interpreting the results I struggle with the following problem:
I have four country dummies in my model, the p-values say one of them is somewhat difference to the reference group whereas the others are not. Taking the cuts given in the output, it now becomes quite difficult to use the coefficients estimated. Two of the three countries that have not a different influence on the endgenous relative to the reference group are lying between cut2 and cut3. The other one lies, like the country shown as being not similar to the reference group, below cut2.
Now my question: How is it possible that three countries that are assumed to be of identical influence on the endogenous by the estimation results lie in two different groups of cut points.?
For any hints given I am very grateful
Ingmar Klugert
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