Most of us, I suspect, could do with a little advice on doing regressions from the experts. From Michael Stastny (belatedly), via Andrew Gelman, comes links to two excellent papers by Peter Kennedy from Simon Fraser University which offer practical advice on doing econometrics:
1) Sinning in the Basement: What are the Rules? Ten Commandments of Applied Econometrics (PDF)
2) Oh no! I got the wrong sign! What should I do? (PDF) explains what should be done when a regression coefficient has the "wrong sign".
Both papers were written a few years ago, but are no less relevant for that. Gelman's blog post is also worth reading.
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