st: Bug in logit?

["Stephan Rudolfer" <stephan.rudolfer@manchester.ac.uk>]

I am fitting 120 variables to a binary outcome using logit.  Inevitably, some of the covariates are collinear.  So, logit drops some of them.  However, one of the dropped variables nevertheless appears in the model with a non-zero coefficient.  This is surely a bug?

Comments would be appreciated. I can send the stata output if required.


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