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