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From | Steve Samuels <sjsamuels@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Fixed Effects inconsistency between Correlation and Coefficient Direction |
Date | Mon, 19 Apr 2010 12:54:13 -0400 |
It was a typo, Martin. Steve On Mon, Apr 19, 2010 at 12:41 PM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > Steve, is the single left quote in > > ************* > input id x > `1 1 > ************* > > intentional? (Omitting it does lead to similar results, though...) > > > HTH > Martin > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Steve Samuels > Gesendet: Montag, 19. April 2010 18:25 > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: Fixed Effects inconsistency between Correlation and > Coefficient Direction > > Here's a data set that qualitatively reproduces the phenomenon you > describe. Note the relatively large between-id variation compared to > within-id variation. I don't understand your statement about dropping > data. Please provide a reference. > > Steve > **************************CODE BEGINS************************** > clear > input id x > `1 1 > 1 2 > 1 3 > 2 4 > 2 5 > 2 6 > 3 7 > 3 8 > 3 9 > end > set seed 123456 > gen y = 10*id -x + rnormal(0,1) > xtset id > list > corr y x > xtreg y x, fe > xtreg y x, re > ***************************CODE ENDS*************************** > > > On Sun, Apr 18, 2010 at 1:42 PM, MICHAEL ESPOSITO <mespo12@optonline.net> > wrote: >> I have a question that I cannot seem to find an answer to. I am attempting >> to use the fixed effects model for research that I am conducting for my >> dissertation. My committee and I discovered that in certain circumstances >> the results do not seem logical. For instance, the correlation matrix >> indicates a positive relationship between two variables and then when we > run >> the Fixed Effects Linear Regression model using the same two variables, > the >> coefficient indicates a negative relationship. I suspect that it may be >> related to something I read that stated that the fixed effects model has > the >> tendency to drop a significant amount of data in the independent variable >> when the data is perceived as having a high degree of randomness. >> >> The correlation matrix suggests a positive relationship .2663 and the >> coefficient correlation indicates a negative -1491. When I run the same >> variables using the linear regression model with the Mixed Effects >> variation, all findings suggest a positive relationship. Does anyone know >> what could be causing this strange occurrence? Any advice or guidance you >> can provide would be most appreciated. -- Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 * * 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/