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st: radical change in t-stat, sign and significance
From
Fabio Zona <[email protected]>
To
[email protected]
Subject
st: radical change in t-stat, sign and significance
Date
Fri, 1 Apr 2011 19:59:22 +0200 (CEST)
Dear all,
I have a regression (zero inflated negative binomial): when I include the linear predictor alone (without its square term), the coefficient of this linear predictor is negative and significant.
However, when I introduce the square term of the same predictor: a) the linear one changes its sign, becomes positive, and it is still significant; b) the square term gets a negative sign and is signficant.
Is this radical change in sign and significance of the linear coefficient a signal of some problems in the model?
the collin command says I have no prob lem of multicollinearity
thanks
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