Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Opposite sign for ivprobit marginal effect compared to ivprobit coefficient, ivreg, probit marginal effect

    Data and code download link (Just 91KB): https://drive.google.com/drive/folde...2M?usp=sharing

    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?
Working...
X