/** MLE: LOGIT MODEL ***/
new; output file = test.OUT reset; format 8,4;

library optmum;
optset;
/* _opstmth="steep one";*/
/* _opmdmth="bfgs stepbt"; */

x1 = ones(10,1);
let x2 = 40 61 47 48 66 63 60 45 63 42;
x = x1~x2;
let y  = 0 1 1 0 1 1 0 1 1 0;
b0 = {-6,.14};


{c,f,g,retcode} = optmum(&fct,b0);

"C = " c;?; "F = " f; ?;

proc fct(b);
local dev;
dev=-1.*(y.*ln(exp(x*b)./(x1+exp(x*b)))+
(1-y).*ln(1-(exp(x*b)./(x1+exp(x*b)))));
retp(sumc(dev));
endp;
end;