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st: Logit maximum likelihood in mata code

From   nick bungy <>
To   "" <>
Subject   st: Logit maximum likelihood in mata code
Date   Fri, 19 Apr 2013 08:34:12 +0100

Dear Statalist,
I'm having trouble setting up the optimizer to find the maximum likelihood of a logit model. I'm still learning the syntax and set up of mata, though I've tried to follow 'help mf_optimize' as best I can.
Could someone assist in where I am going wrong with the code?
sysuse auto, clear
void logistic(todo, p, y, x, llf, g, H)
b = p[1,1::2]
One =J(rows(x),1,1)
llf = y'*log(One:/One+exp(-(x*b)))+(One-y)'*log(One:/One+exp(-(x*b)))
 S = optimize_init()
 optimize_init_evaluator(S, &logistic())
 optimize_init_params(S, 0)
 optimize_init_argument(S, 1, y)
 optimize_init_argument(S, 2, x)
 p = optimize(S)
Many thanks,
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