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The Empirical Trap of Sign Reversals with Equality Restrictions

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  • Stephen E. Haynes

    ()
    (Department of Economics, University of Oregon)

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    Abstract

    This note explores the insidious empirical trap posed by two common equality restrictions in regression analysis. The trap is that restricted coefficients can lie outside the interval of unrestricted coefficients and even reverse sign when negatively correlated regressors are added to one another or when positively correlated regressors are subtracted from one another.

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    File URL: http://economics.uoregon.edu/papers/UO-2005-8_Haynes_Reversals.pdf
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    Bibliographic Info

    Paper provided by University of Oregon Economics Department in its series University of Oregon Economics Department Working Papers with number 2005-8.

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    Length: 11
    Date of creation: 15 Jan 2005
    Date of revision:
    Handle: RePEc:ore:uoecwp:2005-8

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    Related research

    Keywords: Equality restrictions; Sign reversals; Invalid restrictions;

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