Getting a “wrong” sign in empirical work is a common phenomenon. Remarkably, econometrics textbooks provide very little information to practitioners on how this problem can arise. The author exposits a long list of ways in which a wrong sign can occur and how it might be corrected.
For an amateur in econometrics like me, this journal is very interesting and useful. At least, for now, it makes me able to breathe easily again. Fiuuh!
Yosh! It is still long way to go!
Statistical Modeling, Causal Inference, and Social Science. 2006. Peter Kennedy’s regression tips – Statistical Modeling, Causal Inference, and Social Science. [online] Available at: http://andrewgelman.com/2006/02/10/oh_no_i_got_the/ [Accessed: 2 Feb 2014].