{smcl}
{com}{sf}{ul off}{txt}{.-}
       log:  {res}C:\Documents and Settings\jli2\My Documents\Log\MLE_log\logit_158.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}29 Sep 2004, 18:58:24
{txt}
{com}. use http://fmwww.bc.edu/ec-p/data/wooldridge/BWGHT
{txt}
{com}. * generate dummy variable "smokes"=1 if smoking during pregnance
. gen smokes =  cigs>0
{txt}
{com}. * run the canned routin "logit"
. logit smokes motheduc white lfaminc

{txt}Iteration 0:   log likelihood = {res}-593.10529
{txt}Iteration 1:   log likelihood = {res} -551.1645
{txt}Iteration 2:   log likelihood = {res}-548.74295
{txt}Iteration 3:   log likelihood = {res}-548.73367
{txt}Iteration 4:   log likelihood = {res}-548.73367

{txt}Logit estimates                                   Number of obs   = {res}      1387
                                                  {txt}LR chi2({res}3{txt})      = {res}     88.74
                                                  {txt}Prob > chi2     = {res}    0.0000
{txt}Log likelihood = {res}-548.73367                       {txt}Pseudo R2       = {res}    0.0748

{txt}{hline 13}{c TT}{hline 64}
      smokes {c |}      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
{hline 13}{c +}{hline 64}
    motheduc {c |}  {res}-.2518731   .0372045    -6.77   0.000    -.3247925   -.1789536
       {txt}white {c |}  {res} .3438842   .2002178     1.72   0.086    -.0485355    .7363038
     {txt}lfaminc {c |}  {res}-.2962299   .0866347    -3.42   0.001    -.4660309    -.126429
       {txt}_cons {c |}  {res} 2.012535   .4474219     4.50   0.000     1.135604    2.889466
{txt}{hline 13}{c BT}{hline 64}

{com}. * user-defined MLE procedure
. program define logit_158
{err}logit_158 already defined
{txt}{search r(110):r(110);}

{com}. program drop _all
{txt}
{com}. program define logit_158
{txt}  1{com}. args lnf theta
{txt}  2{com}. quietly replace `lnf' =ln(exp(`theta')/(1+exp(`theta'))) if $ML_y1==1
{txt}  3{com}. quietly replace `lnf' =ln(1-exp(`theta')/(1+exp(`theta'))) if $ML_y1==0
{txt}  4{com}. end
{txt}
{com}. ml model lf logit_158 ( smokes= motheduc white lfaminc)
{txt}
{com}. ml maximize

{txt}initial:       log likelihood = {res}-961.39514
{txt}alternative:   log likelihood = {res}-763.54478
{txt}rescale:       log likelihood = {res}-600.04915
{txt}Iteration 0:   log likelihood = {res}-600.04915{txt}  
Iteration 1:   log likelihood = {res} -556.4819{txt}  
Iteration 2:   log likelihood = {res}-548.75296{txt}  
Iteration 3:   log likelihood = {res}-548.73367{txt}  
Iteration 4:   log likelihood = {res}-548.73367{txt}  

{col 51}Number of obs{col 67}= {res}      1387
{col 51}{txt}Wald chi2({res}3{txt}){col 67}= {res}     78.42
{txt}Log likelihood = {res}-548.73367{col 51}{txt}Prob > chi2{col 67}= {res}    0.0000

{txt}{hline 13}{c TT}{hline 64}
      smokes {c |}      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
{hline 13}{c +}{hline 64}
    motheduc {c |}  {res}-.2518731   .0372045    -6.77   0.000    -.3247925   -.1789536
       {txt}white {c |}  {res} .3438842   .2002178     1.72   0.086    -.0485355    .7363038
     {txt}lfaminc {c |}  {res}-.2962299   .0866347    -3.42   0.001    -.4660309    -.126429
       {txt}_cons {c |}  {res} 2.012535   .4474219     4.50   0.000     1.135604    2.889466
{txt}{hline 13}{c BT}{hline 64}

{com}. log close
       {txt}log:  {res}C:\Documents and Settings\jli2\My Documents\Log\MLE_log\logit_158.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}29 Sep 2004, 19:01:44
{txt}{.-}
{smcl}
{txt}{sf}{ul off}