Statistics Help @ Talk Stats Forum - Regression Analysis
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Linear regression, linear models, nonlinear regressionenMon, 24 Jul 2017 02:08:41 GMTvBulletin60http://www.talkstats.com/images/misc/rss.pngStatistics Help @ Talk Stats Forum - Regression Analysis
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Coefficient sign varys over the distribution of the dependent variable
http://www.talkstats.com/showthread.php/69906-Coefficient-sign-varys-over-the-distribution-of-the-dependent-variable?goto=newpost
Fri, 21 Jul 2017 13:53:08 GMTHi,
Lets say I am estimating a linear regression with Y as a continuous DV and X as a binary IV. Based on theoretical reasons I am assuming that...Hi,

Lets say I am estimating a linear regression with Y as a continuous DV and X as a binary IV. Based on theoretical reasons I am assuming that X has a positive effect on Y in the first quartile of the DV and a negative effect in the other quartiles. If I split the sample this assumption is confirmed.

How am I able to model this relationship without splitting the sample? Quantile regression has produced different results than the splitting of the sample. Are there any other options?

Thank you for your help.
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