In this data example I came up with, I get following results.
Command I run | Result | |
1 | reg | positive & significant |
2 | ivreg | positive & significant |
3 | probit coefficient | positive & significant |
4 | probit marginal effect | positive & significant |
5 | ivprobit coefficient | positive & significant |
6 | ivprobit marginal effect | negative&significant |
This is strange in so many levels. #5 and #6 having different sign is strange. #2 and #6 having different sign is strange.
And if this is possible, in what situations would it occur?
0 Response to Opposite sign for ivprobit marginal effect compared to ivprobit coefficient, ivreg, probit marginal effect
Post a Comment