Solved – how to check for robustness for categorical variables in Stata

I performed logit regression on my variables. I have 10 variables, all are categorical varibales. After performing logit, I want to check for robustness. How do I got about it in STATA

In general, what econometricians refer to as a "robustness check" is a check on the change of some coefficients when we add or drop covariates. In linear regression models, this is pretty easy.

However, in a logit (or another non-linear probability model), it's actually quite hard because the coefficients change size with the total amount of variation explained in the model.

A solution for this was proposed by the sociologists Holm, Karlson & Breen in SMx 2012, SMR 2013. It is implemented in Stata via the khb command.

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