program define logitdropvar version 14 syntax anything clear all set obs 1000 forvalues i=1/4 { generate x`i' = runiform(-`anything',`anything') // x's independent and balanced } egen ylo = rowtotal(x*) generate ypr = invlogit(ylo) generate y = runiform() > ypr quietly logit y x* estimates store four quietly logit y x1-x3 estimates store three quietly logit y x1-x2 estimates store two quietly logit y x1 estimates store one estimates table four three two one, se stats(bic r2_p) coefplot (four)(three)(two)(one), drop(_cons) /// title("x's from -`anything'/`anything'") end logitdropvar 3 // each x reaches into the logit's tails logitdropvar 1 // the x's jointly reach into the tails logitdropvar 0.5 logitdropvar 0.25 logitdropvar 0.125 // the joint range of the x's is mostly in the // "linear" portion of the logit