Correlated explanatory variables in linear regression

31 Views Asked by At

Is it any reason to assume that if two strongly correlated explanatory variables have impact on response that regression coefficients for these variables have the same signs ? Could such assumption be justified in some way ?

1

There are 1 best solutions below

0
On

I guess any such justification must come from the subject area, not from statistics. On purely statistical grounds there is no such justification.