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Have you made sure there are no repetitions in the -varlist- for -logistic-?
Note that in the example below, "x1" does exhibit the behavior you
complained about:
*************
vers 10.1
clear*
set obs 10000
gen x1=26+int(27*runiform())
gen x2=runiform()<.48
gen byte draw = /*
*/ runiform() < /*
*/ invlogit(1+.02*x1+.3*x2)
xi: logistic draw x1 i.x2 x1, nolog
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Stephan
Rudolfer
Gesendet: Montag, 21. September 2009 12:52
An: [email protected]
Betreff: st: Bug in logit?
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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