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Why Regression Coefficients Have the Wrong Sign

Summary: It is not uncommon that regression coefficients appear with the sign opposite to the expectations of the researcher. Several causes and cures of this data analyst's nightmare are gathered together in this paper. Among the causes discussed are: range of independent variables is too small, excluding important variables from the model, multicollinearity and computation error. Some original results are presented and literature results are surveyed.

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  • Topics: Statistics
  • Keywords: Statistics,Regression analysis
  • Author: Mullet, Gary M.
  • Journal: Journal of Quality Technology