No. Absolutely not .
@Rick_SAS wrote a wonderful blog "Simpson's Paradox" to explain this problem.
https://blogs.sas.com/content/iml/2023/03/27/simpsons-paradox.html
Suppose X stands for income per month, Y stands for the probability of default ,
From all the data, you could see the linear decreasing relationship between X and Y.
But if you take into account AGE variable, you would see the reverse result . Surprise ?
So you can't constraint all the parameter to be positive or negative .
And Rick also pointed out that would reduce the accuracy of model's prediction.
... View more