+ Reply to Thread
Results 1 to 2 of 2

Thread: Coefficient sign varys over the distribution of the dependent variable

  1. #1
    Points: 760, Level: 14
    Level completed: 60%, Points required for next Level: 40

    Posts
    3
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Coefficient sign varys over the distribution of the dependent variable




    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.

  2. #2
    Omega Contributor
    Points: 39,128, Level: 100
    Level completed: 0%, Points required for next Level: 0
    hlsmith's Avatar
    Location
    Not Ames, IA
    Posts
    7,085
    Thanks
    402
    Thanked 1,194 Times in 1,155 Posts

    Re: Coefficient sign varys over the distribution of the dependent variable


    Hmm. Let us probe this some more. Can you provide a scattergraph where you have continuous variable on the y-axis and the x-axis is X=1 and X= 0, so kind of like a boxplot without the boxes. Make sure to use a jitter or color gradient on the plots if they are at time directly on top of each other.


    I have heard a critique of quantile regression, based on other researchers not having the same sample distribution as you, so their quantiles may not be the same, so generalizing results could be troublesome. Which this critique seems reasonable.
    Stop cowardice, ban guns!

+ Reply to Thread

           




Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats