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Re: st: linear probability model vs. probit/logit


From   Ronnie Babigumira <rb.glists@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: linear probability model vs. probit/logit
Date   Wed, 04 Oct 2006 08:41:42 +0200

Many thanks.

Ronnie

Joseph Coveney wrote:
Ronnie Babigumira wrote (excerpted):

Does it make sense that Stata drops a variable that predicts perfectly and
then goes ahead to drop the observations even when it does not use the
problem variable in the regression? Any insights into what is going on.

--------------------------------------------------------------------------------

Take a look at _Release 9 Reference K-Q_ Page 98. This is in the entry
for -logit-.  At the top of the page, you'll see output of a logistic
regression using the auto dataset, and with a variable dropped and 10
observations omitted.

The paragraphs beneath the printout, including the technical note at the
bottom of the page, give the reasoning behind omitting observations after
a perfectly predicting variable (but not after a collinear predictor) has
been dropped from the list of candidate predictors.

Joseph Coveney


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