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BTW, a bug in a popular command such as -logistic- is highly unlikely.
Still, I do notice that the commands
*************
sysuse auto, clear
logistic for we we le he
*************
typed in Stata 10.1 lead to the ouput
. logistic for we we le he
note: weight dropped because of collinearity
Logistic regression Number of obs =
74
LR chi2(3) =
31.99
Prob > chi2 =
0.0000
Log likelihood = -29.039496 Pseudo R2 =
0.3552
----------------------------------------------------------------------------
--
foreign | Odds Ratio Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
weight | .9971695 .0016798 -1.68 0.092 .9938826
1.000467
length | 1.009006 .0547413 0.17 0.869 .9072225
1.122209
headroom | .9818066 .4577531 -0.04 0.969 .3937001
2.448422
----------------------------------------------------------------------------
--
while the same command issued in Stata 11 leads to
. logistic for we we le he
note: weight omitted because of collinearity
Logistic regression Number of obs =
74
LR chi2(3) =
31.99
Prob > chi2 =
0.0000
Log likelihood = -29.039496 Pseudo R2 =
0.3552
----------------------------------------------------------------------------
--
foreign | Odds Ratio Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
weight | .9971695 .0016798 -1.68 0.092 .9938826
1.000467
weight | (omitted)
length | 1.009006 .0547413 0.17 0.869 .9072225
1.122209
headroom | .9818066 .4577532 -0.04 0.969 .3937001
2.448423
----------------------------------------------------------------------------
--
where the information returned by the latter output is much clearer. Also
note the difference btw "dropped" and "omitted" in the -note- at the top of
the output...
The idea that you got confused somewhere in those 120 covariates and issued
one of them twice is not far fetched, though, is it?
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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