Hello,
I have a panel data from an RCT with two observations per per subject (i.e. each subject has two rows in my data file). Subjects were asked to donate some money via two ways, let's call these channel A and channel B. Some subjects gave money via both channels and some only via one channel. My dependent variable is how much money they gave (' Amtgiven'). If a person gave $10 via channel A and $20 via channel B, this person will have one row with $10 and one with $20 in 'Amtgiven'. If a person only gave say $50 via channel A, she will have $50 in one row and $0 in the other. And so on.
Subjects were randomly allocated to two treatment groups, denoted by dummies in the dataset.
My independent variables are a series of dummies that aim to cover all possible scenarios as follows:
X1 = (Treatment1 * ChannelA)
X2 = (Treatment2* ChannelB)
X3 = (Treatment1 * ChannelB)
X4 = (Treatment2*ChannelA)
So for example X1 will be = 1 when that subject was in Treatment group 1 and gave a positive amount of money via channel A and so on. I know want to estimate the following model:
tobit Amtgiven X1 X2 X3 X4, ll(0) vce( cluster ID) noconstant
With the above model I cluster errors at the variable ID so STATA knows there are two rows per subject.
Now, my problem is that the coefficients for X3 and X4 are negative from this model! This is really odd since all my dependent and independent variables have 0 as a min and can never take negative values. When I run the same model with OLS in fact the coefficients are positive. But I need to use tobit since I have many observations that are left-censored.
I also saw some more complicated ways to do Tobit with fixed effects etc. but I think what I am trying to do here should be fairly simple...
Thanks,
Bill
P.S.: I have already requested my name to be updated to full name.
I have a panel data from an RCT with two observations per per subject (i.e. each subject has two rows in my data file). Subjects were asked to donate some money via two ways, let's call these channel A and channel B. Some subjects gave money via both channels and some only via one channel. My dependent variable is how much money they gave (' Amtgiven'). If a person gave $10 via channel A and $20 via channel B, this person will have one row with $10 and one with $20 in 'Amtgiven'. If a person only gave say $50 via channel A, she will have $50 in one row and $0 in the other. And so on.
Subjects were randomly allocated to two treatment groups, denoted by dummies in the dataset.
My independent variables are a series of dummies that aim to cover all possible scenarios as follows:
X1 = (Treatment1 * ChannelA)
X2 = (Treatment2* ChannelB)
X3 = (Treatment1 * ChannelB)
X4 = (Treatment2*ChannelA)
So for example X1 will be = 1 when that subject was in Treatment group 1 and gave a positive amount of money via channel A and so on. I know want to estimate the following model:
tobit Amtgiven X1 X2 X3 X4, ll(0) vce( cluster ID) noconstant
With the above model I cluster errors at the variable ID so STATA knows there are two rows per subject.
Now, my problem is that the coefficients for X3 and X4 are negative from this model! This is really odd since all my dependent and independent variables have 0 as a min and can never take negative values. When I run the same model with OLS in fact the coefficients are positive. But I need to use tobit since I have many observations that are left-censored.
I also saw some more complicated ways to do Tobit with fixed effects etc. but I think what I am trying to do here should be fairly simple...
Thanks,
Bill
P.S.: I have already requested my name to be updated to full name.
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