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Re: st: probit offset produces a coeff of -1 instead of 1


From   Richard Williams <[email protected]>
To   [email protected], "[email protected]" <[email protected]>, "\"[email protected]\"" <[email protected]>
Subject   Re: st: probit offset produces a coeff of -1 instead of 1
Date   Sun, 18 Aug 2013 13:02:16 -0500

Incidentally, I wonder about your assumption that the coefficient should be fixed at 1. Given the estimates you got, it sounds like Stata might prefer a value closer to 0. You could do something like

probit y x1 x2 x3
test x1 = 1

If 1 seems implausible, double check how the data were generated. Maybe you need the log of x1 or something like that.

At 02:19 PM 8/17/2013, [email protected] wrote:
RIGHT, MANY THANKS !


I don't think you want to include x1 as a regressor if you are also specifying it as the offset. It is like you are trying to enter the same variable twice.

At 09:56 AM 8/17/2013, [email protected] wrote:
Hello everyone I am trying to estimate a probit model where I need to fix the effect of a variable to be equal to 1 (data was generated from autility function where the coefficient is 1 for that variable). I thought using the option offset is the way to go: probit y x1 x2 x3, offset(x1) However, the estimate of the coefficient for x1 is -1 (to be more precise, -.95 with a CI of -.9911481 to -.9251313).
>Does anyone know what to make out of the unexpected sign?
Many thanks in advance
Denisa *
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW: http://www.nd.edu/~rwilliam


*
*   For searches and help try:
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*   http://www.ats.ucla.edu/stat/stata/

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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