The first four of the following commands all end in _Ieduc5_1 dropped
due to collinearity; the last gives the coefficient for this category
but the model statistics seems strange: no constant and no comparability
with the output in SPSS for the same data (the syntax and the results
are attached).
xi: logistic unemployed  i.religion i.educ5 i.cath*e5c
xi: logistic unemployed  i.religion i.educ5 i.cath*e5c,coef
xi: logit    unemployed  i.religion i.educ5 i.cath*e5c, or
xi: logit    unemployed  i.religion i.educ5 i.cath*e5c
xi: logit    unemployed  i.religion i.educ5 i.cath*e5c,nocons or
I would be most grateful if anyone could explain to me why in the first
four commands the first category of education (_Ieduc5_1) is dropped (I
used both Stata 7 and Stata 8); and how to obtain an output similar to
that in SPSS. The results for models 2-4 are not presented because they
are very similar to results from model 1.
With regards to educ5, something has to be dropped; if you have a 5 
category variable only 4 dummies can be created from it and included in the 
model.  When you specify nonconstant you make it possible for all 5 
categories of educ5 to be entered, but of course you lose the constant then.