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Why do I get the error message “outcome does not vary” when I perform a logistic or logit regression?

Title   Interpreting “outcome does not vary” error message when running logistic
Author Paul Lin, StataCorp

Answer

You probably have a dependent variable that is coded as 1 and 2 for the two outcomes

        1       the event did not occur
        2       the event did occur

Stata wants the coding

        0       the event did not occur
        1       the event did occur

All you have to do to fix the problem is

. replace dep_var = dep_var - 1

We create variable y and code it as 1 and 2, and this produces the error message. After recoding the variable, we fit the model.

Here is an example:

. sysuse auto
(1978 Automobile Data)

. gen y=foreign+1

. codebook y

y (unlabeled)
Type: Numeric (float) Range: [1,2] Units: 1 Unique values: 2 Missing .: 0/74 Tabulation: Freq. Value 52 1 22 2 . capture noisily logit y price weight, nolog outcome does not vary; remember: 0 = negative outcome, all other nonmissing values = positive outcome . replace y=y-1 (74 real changes made) . logit y price weight, nolog Logistic regression Number of obs = 74 LR chi2(2) = 54.11 Prob > chi2 = 0.0000 Log likelihood = -17.976341 Pseudo R2 = 0.6008
y Coefficient Std. err. z P>|z| [95% conf. interval]
price .0009296 .0002999 3.10 0.002 .0003418 .0015174
weight -.0058785 .0016986 -3.46 0.001 -.0092078 -.0025493
_cons 9.000473 2.627577 3.43 0.001 3.850517 14.15043

Details

The coding

        0       the event did not occur
        1       the event did occur

is just an example of the type of coding Stata requires. Stata actually assumes the dependent variable is of the form

         0      the event did not occur
      nonzero   the event did occur 

and draws no distinction between the nonzero numbers. Thus, if you had a dependent variable that recorded the number of times an event occurred and you now wanted to analyze simply whether the event occured 1 or more times, you could use that count variable as a dependent variable with logistic, logit, or probit.