use https://www3.nd.edu/~rwilliam/statafiles/ordwarm2.dta mlogit warm i.yr89 i.male i.white age ed prst, b(4) nolog listcoef 1.yr89, help listcoef , help pvalue(.01) positive mlogtest, lr mlogtest, wald mlogtest, lr set(1.white prst \ 1.white ed \ 1.yr89 1.male ) mlogtest, lrcomb mlogtest, combine mlogtest, iia quietly mlogit warm i.yr89 i.male i.white age ed prst, b(4) nolog quietly fitstat, save * Now drop prst, white & ed, the three least significant vars quietly mlogit warm i.yr89 i.male age , b(4) nolog fitstat, dif quietly mlogit warm i.yr89 i.male i.white age ed prst, b(4) nolog leastlikely warm yr89 male white age ed prst listcoef, std quietly mlogit warm i.yr89 i.male i.white age ed prst, b(4) nolog predict SDlogit Dlogit Alogit SAlogit list warm yr89 male white age ed prst SDlogit Dlogit Alogit SAlogit in 1/10, clean extremes SDlogit warm yr89 male white age ed prst