logit — Logistic regression, reporting coefficients

Description Quick start Menu Syntax Options

Remarks and examples Stored results Methods and formulas References Also see

Description
logit fits a logit model for a binary response by maximum likelihood; it models the probability of
a positive outcome given a set of regressors. depvar equal to nonzero and nonmissing (typically depvar
equal to one) indicates a positive outcome, whereas depvar equal to zero indicates a negative outcome.
Also see [R] logistic; logistic displays estimates as odds ratios. Many users prefer the logistic
command to logit. Results are the same regardless of which you use—both are the maximum-
likelihood estimator. Several auxiliary commands that can be run after logit, probit, or logistic
estimation are described in [R] logistic postestimation.

Quick start
Logit model of y on x1 and x2
logit y x1 x2
Add indicators for categorical variable a
logit y x1 x2 i.a
With cluster–robust standard errors for clustering by levels of cvar
logit y x1 x2 i.a, vce(cluster cvar)
Save separate coefficient estimates for each level of cvar to myresults.dta
statsby _b, by(cvar) saving(myresults): logit y x1 x2 i.a
Adjust for complex survey design using svyset data
svy: logit y x1 x2 i.a

Menu
Statistics > Binary outcomes > Logistic regression

1
 2 logit — Logistic regression, reporting coefficients

Syntax
logit depvar [ indepvars ] [ if ] [ in ] [ weight ] [ , options ]

options Description
Model
noconstant suppress constant term
offset(varname) include varname in model with coefficient constrained to 1
asis retain perfect predictor variables
constraints(constraints) apply specified linear constraints
SE/Robust
vce(vcetype) vcetype may be oim, opg, robust, cluster clustvar, bootstrap,
or jackknife
Reporting
level(#) set confidence level; default is level(95)
or report odds ratios
nocnsreport do not display constraints
display options control columns and column formats, row spacing, line width,
display of omitted variables and base and empty cells, and
factor-variable labeling
Maximization
maximize options control the maximization process; seldom used
nocoef do not display coefficient table; seldom used
collinear keep collinear variables
coeflegend display legend instead of statistics
indepvars may contain factor variables; see [U] 11.4.3 Factor variables.
depvar and indepvars may contain time-series operators; see [U] 11.4.4 Time-series varlists.
bayes, bootstrap, by, collect, fmm, fp, jackknife, mfp, mi estimate, nestreg, rolling, statsby, stepwise, and
svy are allowed; see [U] 11.1.10 Prefix commands. For more details, see [BAYES] bayes: logit and [FMM] fmm: logit.
vce(bootstrap) and vce(jackknife) are not allowed with the mi estimate prefix; see [MI] mi estimate.
Weights are not allowed with the bootstrap prefix; see [R] bootstrap.
vce(), nocoef, and weights are not allowed with the svy prefix; see [SVY] svy.
fweights, iweights, and pweights are allowed; see [U] 11.1.6 weight.
nocoef, collinear, and coeflegend do not appear in the dialog box.
See [U] 20 Estimation and postestimation commands for more capabilities of estimation commands.
 logit — Logistic regression, reporting coefficients 3

Options

 Model

noconstant, offset(varname), constraints(constraints); see [R] Estimation options.

asis forces retention of perfect predictor variables and their associated perfectly predicted observations
and may produce instabilities in maximization; see [R] probit.

 SE/Robust

vce(vcetype) specifies the type of standard error reported, which includes types that are derived from
asymptotic theory (oim, opg), that are robust to some kinds of misspecification (robust), that al-
low for intragroup correlation (cluster clustvar), and that use bootstrap or jackknife methods
(bootstrap, jackknife); see [R] vce option.

 Reporting

level(#); see [R] Estimation options.

or reports the estimated coefficients transformed to odds ratios, that is, 𝑒𝑏 rather than 𝑏. Standard errors
and confidence intervals are similarly transformed. This option affects how results are displayed, not
how they are estimated. or may be specified at estimation or when replaying previously estimated
results.
nocnsreport; see [R] Estimation options.
display options: noci, nopvalues, noomitted, vsquish, noemptycells, baselevels,
allbaselevels, nofvlabel, fvwrap(#), fvwrapon(style), cformat(% fmt ), pformat(% fmt ),
sformat(% fmt ), and nolstretch; see [R] Estimation options.

 Maximization

maximize options: difficult, technique(algorithm spec), iterate(#), [no]log, trace,

gradient, showstep, hessian, showtolerance, tolerance(#), ltolerance(#),
nrtolerance(#), nonrtolerance, and from(init specs); see [R] Maximize. These options are
seldom used.

The following options are available with logit but are not shown in the dialog box:
nocoef specifies that the coefficient table not be displayed. This option is sometimes used by program
writers but is of no use interactively.
collinear, coeflegend; see [R] Estimation options.
stata.com

Remarks and examples

Remarks are presented under the following headings:
Basic usage
Model identification
 4 logit — Logistic regression, reporting coefficients

Basic usage
logit fits maximum likelihood models with dichotomous dependent (left-hand-side) variables coded
as 0/1 (or, more precisely, coded as 0 and not-0).
For grouped data or data in binomial form, a probit model can be fit using glm with the
family(binomial) and link(logit) options.

Example 1
We have data on the make, weight, and mileage rating of 22 foreign and 52 domestic automobiles.
We wish to fit a logit model explaining whether a car is foreign on the basis of its weight and mileage.
Here is an overview of our data:
. use https://www.stata-press.com/data/r18/auto
(1978 automobile data)
. keep make mpg weight foreign
. describe
Contains data from https://www.stata-press.com/data/r18/auto.dta
Observations: 74 1978 automobile data
Variables: 4 13 Apr 2022 17:45
(_dta has notes)

Variable Storage Display Value

name type format label Variable label

make str18 %-18s Make and model

mpg int %8.0g Mileage (mpg)
weight int %8.0gc Weight (lbs.)
foreign byte %8.0g origin Car origin

Sorted by: foreign

Note: Dataset has changed since last saved.
. inspect foreign
foreign: Car origin Number of observations

Total Integers Nonintegers

# Negative - - -
# Zero 52 52 -
# Positive 22 22 -
#
# # Total 74 74 -
# # Missing -

0 1 74
(2 unique values)
foreign is labeled and all values are documented in the label.

The variable foreign takes on two unique values, 0 and 1. The value 0 denotes a domestic car, and 1
denotes a foreign car.
The model that we wish to fit is

Pr(foreign = 1) = 𝐹 (𝛽0 + 𝛽1 weight + 𝛽2 mpg)

where 𝐹 (𝑧) = 𝑒𝑧 /(1 + 𝑒𝑧 ) is the cumulative logistic distribution.

 logit — Logistic regression, reporting coefficients 5

To fit this model, we type

. logit foreign weight mpg
Iteration 0: Log likelihood = -45.03321
Iteration 1: Log likelihood = -29.238536
Iteration 2: Log likelihood = -27.244139
Iteration 3: Log likelihood = -27.175277
Iteration 4: Log likelihood = -27.175156
Iteration 5: Log likelihood = -27.175156
Logistic regression Number of obs = 74
LR chi2(2) = 35.72
Prob > chi2 = 0.0000
Log likelihood = -27.175156 Pseudo R2 = 0.3966

foreign Coefficient Std. err. z P>|z| [95% conf. interval]

weight -.0039067 .0010116 -3.86 0.000 -.0058894 -.001924

mpg -.1685869 .0919175 -1.83 0.067 -.3487418 .011568
_cons 13.70837 4.518709 3.03 0.002 4.851859 22.56487

We find that heavier cars are less likely to be foreign and that cars yielding better gas mileage are also
less likely to be foreign, at least holding the weight of the car constant.

Technical note
Stata interprets a value of 0 as a negative outcome (failure) and treats all other values (except missing)
as positive outcomes (successes). Thus if your dependent variable takes on the values 0 and 1, then 0 is
interpreted as failure and 1 as success. If your dependent variable takes on the values 0, 1, and 2, then 0
is still interpreted as failure, but both 1 and 2 are treated as successes.
If you prefer a more formal mathematical statement, when you type logit 𝑦 𝑥, Stata fits the model

exp(x𝑗 β)
Pr(𝑦𝑗 ≠ 0 ∣ x𝑗 ) =
1 + exp(x𝑗 β)

Model identification
The logit command has one more feature, and it is probably the most useful. logit automatically
checks the model for identification and, if it is underidentified, drops whatever variables and observations
are necessary for estimation to proceed. (logistic, probit, and ivprobit do this as well.)
6 logit — Logistic regression, reporting coefficients

Example 2
Have you ever fit a logit model where one or more of your independent variables perfectly predicted
one or the other outcome?
For instance, consider the following data:

Outcome 𝑦 Independent variable 𝑥

0 1
0 1
0 0
1 0

Say that we wish to predict the outcome on the basis of the independent variable. The outcome is always
zero whenever the independent variable is one. In our data, Pr(𝑦 = 0 ∣ 𝑥 = 1) = 1, which means
that the logit coefficient on 𝑥 must be minus infinity with a corresponding infinite standard error. At this
point, you may suspect that we have a problem.
Unfortunately, not all such problems are so easily detected, especially if you have a lot of independent
variables in your model. If you have ever had such difficulties, you have experienced one of the more
unpleasant aspects of computer optimization. The computer has no idea that it is trying to solve for
an infinite coefficient as it begins its iterative process. All it knows is that at each step, making the
coefficient a little bigger, or a little smaller, works wonders. It continues on its merry way until either
1) the whole thing comes crashing to the ground when a numerical overflow error occurs or 2) it reaches
some predetermined cutoff that stops the process. In the meantime, you have been waiting. The estimates
that you finally receive, if you receive any at all, may be nothing more than numerical roundoff.
Stata watches for these sorts of problems, alerts us, fixes them, and properly fits the model.
Let’s return to our automobile data. Among the variables we have in the data is one called repair,
which takes on three values. A value of 1 indicates that the car has a poor repair record, 2 indicates an
average record, and 3 indicates a better-than-average record. Here is a tabulation of our data:
. use https://www.stata-press.com/data/r18/repair, clear
(1978 automobile data)
. tabulate foreign repair
Repair
Car origin 1 2 3 Total

Domestic 10 27 9 46
Foreign 0 3 9 12

Total 10 30 18 58

All the cars with poor repair records (repair = 1) are domestic. If we were to attempt to predict
foreign on the basis of the repair records, the predicted probability for the repair = 1 category would
have to be zero. This in turn means that the logit coefficient must be minus infinity, and that would set
most computer programs buzzing.
 logit — Logistic regression, reporting coefficients 7

Let’s try Stata on this problem.

. logit foreign b3.repair
note: 1.repair != 0 predicts failure perfectly;
1.repair omitted and 10 obs not used.
Iteration 0: Log likelihood = -26.992087
Iteration 1: Log likelihood = -22.483187
Iteration 2: Log likelihood = -22.230498
Iteration 3: Log likelihood = -22.229139
Iteration 4: Log likelihood = -22.229138
Logistic regression Number of obs = 48
LR chi2(1) = 9.53
Prob > chi2 = 0.0020
Log likelihood = -22.229138 Pseudo R2 = 0.1765

foreign Coefficient Std. err. z P>|z| [95% conf. interval]

repair
1 0 (empty)
2 -2.197225 .7698003 -2.85 0.004 -3.706005 -.6884436

_cons -1.85e-17 .4714045 -0.00 1.000 -.9239359 .9239359

Remember that all the cars with poor repair records (repair = 1) are domestic, so the model cannot
be fit, or at least it cannot be fit if we restrict ourselves to finite coefficients. Stata noted that fact “note:
1.repair !=0 predicts failure perfectly”. This is Stata’s mathematically precise way of saying what we
said in English. When repair is 1, the car is domestic.
Stata then went on to say “1.repair omitted and 10 obs not used”. This is Stata eliminating the problem.
First 1.repair had to be removed from the model because it would have an infinite coefficient. Then,
the 10 observations that led to the problem had to be eliminated, as well, so as not to bias the remaining
coefficients in the model. The 10 observations that are not used are the 10 domestic cars that have poor
repair records.
Stata then fit what was left of the model, using the remaining observations. Because no observations
remained for cars with poor repair records, Stata reports “(empty)” in the row for repair = 1.

Technical note
Stata is pretty smart about catching problems like this. It will catch “one-way causation by a dummy
variable”, as we demonstrated above.
Stata also watches for “two-way causation”, that is, a variable that perfectly determines the outcome,
both successes and failures. Here Stata says, “so-and-so predicts outcome perfectly” and stops. Statistics
dictates that no model can be fit.
Stata also checks your data for collinear variables; it will say, “so-and-so omitted because of collinear-
ity”. No observations need to be eliminated in this case, and model fitting will proceed without the
offending variable.
8 logit — Logistic regression, reporting coefficients

It will also catch a subtle problem that can arise with continuous data. For instance, if we were
estimating the chances of surviving the first year after an operation, and if we included in our model age,
and if all the persons over 65 died within the year, Stata would say, “age > 65 predicts failure perfectly”.
It would then inform us about the fix-up it takes and fit what can be fit of our model.
logit (and logistic, probit, and ivprobit) will also occasionally display messages such as
Note: 4 failures and 0 successes completely determined.

There are two causes for a message like this. The first—and most unlikely—case occurs when a
continuous variable (or a combination of a continuous variable with other continuous or dummy vari-
ables) is simply a great predictor of the dependent variable. Consider Stata’s auto.dta dataset with 6
observations removed.
. use https://www.stata-press.com/data/r18/auto
(1978 automobile data)
. drop if foreign==0 & gear_ratio > 3.1
(6 observations deleted)
. logit foreign mpg weight gear_ratio, nolog
Logistic regression Number of obs = 68
LR chi2(3) = 72.64
Prob > chi2 = 0.0000
Log likelihood = -6.4874814 Pseudo R2 = 0.8484

foreign Coefficient Std. err. z P>|z| [95% conf. interval]

mpg -.4944907 .2655508 -1.86 0.063 -1.014961 .0259792

weight -.0060919 .003101 -1.96 0.049 -.0121698 -.000014
gear_ratio 15.70509 8.166234 1.92 0.054 -.300436 31.71061
_cons -21.39527 25.41486 -0.84 0.400 -71.20747 28.41694

Note: 4 failures and 0 successes completely determined.

There are no missing standard errors in the output. If you receive the “completely determined” message
and have one or more missing standard errors in your output, see the second case discussed below.
Note gear ratio’s large coefficient. logit thought that the 4 observations with the smallest pre-
dicted probabilities were essentially predicted perfectly.
. predict p
(option pr assumed; Pr(foreign))
. sort p
. list p in 1/4

1. 1.34e-10
2. 6.26e-09
3. 7.84e-09
4. 1.49e-08

If this happens to you, you do not have to do anything. Computationally, the model is sound. The
second case discussed below requires careful examination.
 logit — Logistic regression, reporting coefficients 9

The second case occurs when the independent terms are all dummy variables or continuous ones with
repeated values (for example, age). Here one or more of the estimated coefficients will have missing
standard errors. For example, consider this dataset consisting of 6 observations.
. use https://www.stata-press.com/data/r18/logitxmpl, clear
. list, separator(0)

y x1 x2

1. 0 0 0
2. 0 0 0
3. 0 1 0
4. 1 1 0
5. 0 0 1
6. 1 0 1

. logit y x1 x2
Iteration 0: Log likelihood = -3.819085
Iteration 1: Log likelihood = -2.9527336
Iteration 2: Log likelihood = -2.8110282
Iteration 3: Log likelihood = -2.7811973
Iteration 4: Log likelihood = -2.7746107
Iteration 5: Log likelihood = -2.7730128
(output omitted )
Iteration 296: Log likelihood = -2.7725887 (not concave)
Iteration 297: Log likelihood = -2.7725887 (not concave)
Iteration 298: Log likelihood = -2.7725887 (not concave)
Iteration 299: Log likelihood = -2.7725887 (not concave)
Iteration 300: Log likelihood = -2.7725887 (not concave)
convergence not achieved
Logistic regression Number of obs = 6
LR chi2(1) = 2.09
Prob > chi2 = 0.1480
Log likelihood = -2.7725887 Pseudo R2 = 0.2740

y Coefficient Std. err. z P>|z| [95% conf. interval]

x1 18.3704 2 9.19 0.000 14.45047 22.29033

x2 18.3704 . . . . .
_cons -18.3704 1.414214 -12.99 0.000 -21.14221 -15.5986

Note: 2 failures and 0 successes completely determined.

convergence not achieved
r(430);

Three things are happening here. First, logit iterates almost forever and then declares nonconver-
gence. Second, logit can fit the outcome (y = 0) for the covariate pattern x1 = 0 and x2 = 0 (that
is, the first two observations) perfectly. This observation is the “2 failures and 0 successes completely
determined”. Third, if this observation is excluded, then x1, x2, and the constant are collinear.
This is the cause of the nonconvergence, the message “completely determined”, and the missing stan-
dard errors. It happens when you have a covariate pattern (or patterns) with only one outcome and there
is collinearity when the observations corresponding to this covariate pattern are excluded.
10 logit — Logistic regression, reporting coefficients

If this happens to you, confirm the causes. First, identify the covariate pattern with only one outcome.
(For your data, replace x1 and x2 with the independent variables of your model.)
. egen pattern = group(x1 x2)
. quietly logit y x1 x2, iterate(100)
convergence not achieved
. predict p
(option pr assumed; Pr(y))
. summarize p
Variable Obs Mean Std. dev. Min Max

p 6 .3333333 .2581989 1.05e-08 .5

If successes were completely determined, that means that there are predicted probabilities that are almost
1. If failures were completely determined, that means that there are predicted probabilities that are almost
0. The latter is the case here, so we locate the corresponding value of pattern:
. tabulate pattern if p < 1e-7
group(x1
x2) Freq. Percent Cum.

1 2 100.00 100.00

Total 2 100.00

Once we omit this covariate pattern from the estimation sample, logit can deal with the collinearity:
. logit y x1 x2 if pattern != 1, nolog
note: x2 omitted because of collinearity.
Logistic regression Number of obs = 4
LR chi2(1) = 0.00
Prob > chi2 = 1.0000
Log likelihood = -2.7725887 Pseudo R2 = 0.0000

y Coefficient Std. err. z P>|z| [95% conf. interval]

x1 0 2 0.00 1.000 -3.919928 3.919928

x2 0 (omitted)
_cons 0 1.414214 0.00 1.000 -2.771808 2.771808
 logit — Logistic regression, reporting coefficients 11

We omit the collinear variable. Then we must decide whether to include or omit the observations with
pattern = 1. We could include them,
. logit y x1, nolog
Logistic regression Number of obs = 6
LR chi2(1) = 0.37
Prob > chi2 = 0.5447
Log likelihood = -3.6356349 Pseudo R2 = 0.0480

y Coefficient Std. err. z P>|z| [95% conf. interval]

x1 1.098612 1.825742 0.60 0.547 -2.479776 4.677001

_cons -1.098612 1.154701 -0.95 0.341 -3.361784 1.164559

or exclude them,
. logit y x1 if pattern != 1, nolog
Logistic regression Number of obs = 4
LR chi2(1) = 0.00
Prob > chi2 = 1.0000
Log likelihood = -2.7725887 Pseudo R2 = 0.0000

y Coefficient Std. err. z P>|z| [95% conf. interval]

x1 0 2 0.00 1.000 -3.919928 3.919928

_cons 0 1.414214 0.00 1.000 -2.771808 2.771808

If the covariate pattern that predicts outcome perfectly is meaningful, you may want to exclude these
observations from the model. Here you would report that covariate pattern such and such predicted
outcome perfectly and that the best model for the rest of the data is . . . . But, more likely, the perfect
prediction was simply the result of having too many predictors in the model. Then you would omit the
extraneous variables from further consideration and report the best model for all the data.

Stored results
logit stores the following in e():
Scalars
e(N) number of observations
e(N cds) number of completely determined successes
e(N cdf) number of completely determined failures
e(k) number of parameters
e(k eq) number of equations in e(b)
e(k eq model) number of equations in overall model test
e(k dv) number of dependent variables
e(df m) model degrees of freedom
e(r2 p) pseudo-𝑅2
e(ll) log likelihood
e(ll 0) log likelihood, constant-only model
e(N clust) number of clusters
e(chi2) 𝜒2
e(p) 𝑝-value for model test
e(rank) rank of e(V)
e(ic) number of iterations
e(rc) return code
e(converged) 1 if converged, 0 otherwise
 12 logit — Logistic regression, reporting coefficients

Macros
e(cmd) logit
e(cmdline) command as typed
e(depvar) name of dependent variable
e(wtype) weight type
e(wexp) weight expression
e(title) title in estimation output
e(clustvar) name of cluster variable
e(offset) linear offset variable
e(chi2type) Wald or LR; type of model 𝜒2 test
e(vce) vcetype specified in vce()
e(vcetype) title used to label Std. err.
e(opt) type of optimization
e(which) max or min; whether optimizer is to perform maximization or minimization
e(ml method) type of ml method
e(user) name of likelihood-evaluator program
e(technique) maximization technique
e(properties) b V
e(estat cmd) program used to implement estat
e(predict) program used to implement predict
e(marginsok) predictions allowed by margins
e(marginsnotok) predictions disallowed by margins
e(asbalanced) factor variables fvset as asbalanced
e(asobserved) factor variables fvset as asobserved
Matrices
e(b) coefficient vector
e(Cns) constraints matrix
e(ilog) iteration log (up to 20 iterations)
e(gradient) gradient vector
e(mns) vector of means of the independent variables
e(rules) information about perfect predictors
e(V) variance–covariance matrix of the estimators
e(V modelbased) model-based variance
Functions
e(sample) marks estimation sample

In addition to the above, the following is stored in r():

Matrices
r(table) matrix containing the coefficients with their standard errors, test statistics, 𝑝-values, and
confidence intervals

Note that results stored in r() are updated when the command is replayed and will be replaced when any
r-class command is run after the estimation command.

Methods and formulas

Cramer (2003, chap. 9) surveys the prehistory and history of the logit model. The word “logit” was
coined by Berkson (1944) and is analogous to the word “probit”. For an introduction to probit and logit,
see, for example, Aldrich and Nelson (1984), Cameron and Trivedi (2022), Jones (2007), Long (1997),
Long and Freese (2014), Pampel (2021), or Powers and Xie (2008).
The likelihood function for logit is

ln𝐿 = ∑ 𝑤𝑗 ln𝐹 (x𝑗 b) + ∑ 𝑤𝑗 ln{1 − 𝐹 (x𝑗 b)}

𝑗∈𝑆 𝑗∉𝑆
 logit — Logistic regression, reporting coefficients 13

where 𝑆 is the set of all observations 𝑗, such that 𝑦𝑗 ≠ 0, 𝐹 (𝑧) = 𝑒𝑧 /(1 + 𝑒𝑧 ), and 𝑤𝑗 denotes the
optional weights. ln𝐿 is maximized as described in [R] Maximize.
This command supports the Huber/White/sandwich estimator of the variance and its clustered version
using vce(robust) and vce(cluster clustvar), respectively. See [P] robust, particularly Maximum
likelihood estimators and Methods and formulas. The scores are calculated as u𝑗 = {1 − 𝐹 (x𝑗 b)}x𝑗 for
the positive outcomes and −𝐹 (x𝑗 b)x𝑗 for the negative outcomes.
logit also supports estimation with survey data. For details on VCEs with survey data, see [SVY] Vari-
ance estimation.

Joseph Berkson (1899–1982) was born in New York City and studied at the College of the City of
New York, Columbia, and Johns Hopkins, earning both an MD and a doctorate in statistics. He then
worked at Johns Hopkins before moving to the Mayo Clinic in 1931 as a biostatistician. Among
many other contributions, his most influential one drew upon a long-sustained interest in the logistic
function, especially his 1944 paper on bioassay, in which he introduced the term “logit”. Berkson
was a frequent participant in controversy—sometimes humorous, sometimes bitter—on subjects
such as the evidence for links between smoking and various diseases and the relative merits of
probit and logit methods and of different calculation methods.


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Also see
[R] logit postestimation — Postestimation tools for logit
[R] brier — Brier score decomposition
[R] cloglog — Complementary log–log regression
[R] exlogistic — Exact logistic regression
[R] logistic — Logistic regression, reporting odds ratios
[R] npregress kernel — Nonparametric kernel regression
[R] npregress series — Nonparametric series regression
[R] probit — Probit regression
[R] roc — Receiver operating characteristic (ROC) analysis
[R] ziologit — Zero-inflated ordered logit regression
[BAYES] bayes: logit — Bayesian logistic regression, reporting coefficients
[FMM] fmm: logit — Finite mixtures of logistic regression models
[LASSO] Lasso intro — Introduction to lasso
[ME] melogit — Multilevel mixed-effects logistic regression
[MI] Estimation — Estimation commands for use with mi estimate
[SVY] svy estimation — Estimation commands for survey data
[XT] xtlogit — Fixed-effects, random-effects, and population-averaged logit models
[U] 20 Estimation and postestimation commands
 logit — Logistic regression, reporting coefficients 15

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