log using "logit dropped var bias.log" postfile cbias rep vars b se z using coefbias.dta, replace postfile mbias rep vars b se z using margbias.dta, replace quietly forvalues rep=1/5000 { clear set obs 200 forvalues i=1/2 { generate x`i' = runiform(-3,3) // x's independent and balanced } egen ylo = rowtotal(x*) generate ypr = invlogit(ylo) generate y = runiform() < ypr logit y x* post cbias (`rep') (2) (_b[x1]) (_se[x1]) (_b[x1]/_se[x1]) margins, dydx(x1) post post mbias (`rep') (2) (_b[x1]) (_se[x1]) (_b[x1]/_se[x1]) logit y x1 post cbias (`rep') (1) (_b[x1]) (_se[x1]) (_b[x1]/_se[x1]) margins, dydx(x1) post post mbias (`rep') (1) (_b[x1]) (_se[x1]) (_b[x1]/_se[x1]) } postclose cbias postclose mbias use coefbias.dta, clear *bysort vars: summarize reshape wide b se z, i(rep) j(vars) gen db = b2-b1 gen dse = se2-se1 gen dz = z2-z1 summarize ttest db==0 ttest dse==0 ttest dz==0 use margbias.dta, clear *bysort vars: summarize reshape wide b se z, i(rep) j(vars) gen db = b2-b1 gen dse = se2-se1 gen dz = z2-z1 summarize ttest db==0 ttest dse==0 ttest dz==0 log close