-----------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  U:\projects\misc\logit\logit.txt
  log type:  text
 opened on:  30 Aug 2013, 11:12:03

. 
. //  Simulate data 
. clear 

. set scheme s1mono

. set seed 12345678

. set obs 10000
obs was 0, now 10000

. gen x1 = rchi2(1)+2

. 
. gen pr1 = exp(-1+0.1*x1) /(1+exp(-1+0.1*x1))

. sum pr1

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
         pr1 |     10000    .3318474    .0327643   .3100255   .7149034

. gen y = rbinomial(1, pr1)

. 
. // Program likelihood evaluator 
. capture program drop logit_lf

. program logit_lf
  1.    version 12
  2.    args lf xb
  3.         quietly { 
  4.            replace `lf'=ln(exp(-`xb')/(1+exp(-`xb'))) /*
>                 */ if $ML_y1==0                   
  5.            replace `lf'=ln(1/(1+exp(-`xb'))) /*
>                 */ if $ML_y1==1  
  6.         }
  7. end

. 
. ml model lf logit_lf (y: y= x1)

. ml search
initial:       log likelihood = -6931.4718
alternative:   log likelihood = -6398.2698
rescale:       log likelihood = -6398.2698

. ml maximize

initial:       log likelihood = -6398.2698
rescale:       log likelihood = -6398.2698
Iteration 0:   log likelihood = -6398.2698  
Iteration 1:   log likelihood = -6333.3229  
Iteration 2:   log likelihood = -6333.2547  
Iteration 3:   log likelihood = -6333.2547  

                                                  Number of obs   =      10000
                                                  Wald chi2(1)    =      38.57
Log likelihood = -6333.2547                       Prob > chi2     =     0.0000

------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          x1 |   .0905286   .0145777     6.21   0.000     .0619569    .1191003
       _cons |  -.9729583   .0488987   -19.90   0.000    -1.068798   -.8771187
------------------------------------------------------------------------------

. * parameters match simulated data
. est sto mylogit

. 
. * compare to Stata's logit
. logit y x1

Iteration 0:   log likelihood = -6352.3583  
Iteration 1:   log likelihood = -6333.2996  
Iteration 2:   log likelihood = -6333.2547  
Iteration 3:   log likelihood = -6333.2547  

Logistic regression                               Number of obs   =      10000
                                                  LR chi2(1)      =      38.21
                                                  Prob > chi2     =     0.0000
Log likelihood = -6333.2547                       Pseudo R2       =     0.0030

------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          x1 |   .0905286   .0145777     6.21   0.000     .0619569    .1191003
       _cons |  -.9729583   .0488987   -19.90   0.000    -1.068798   -.8771187
------------------------------------------------------------------------------

. est sto logit

. 
. est table mylogit logit, stat(ll)

----------------------------------------
    Variable |  mylogit       logit     
-------------+--------------------------
          x1 |  .09052863    .09052863  
       _cons | -.97295828   -.97295828  
-------------+--------------------------
          ll | -6333.2547   -6333.2547  
----------------------------------------

. 
. 
. log close
      name:  <unnamed>
       log:  U:\projects\misc\logit\logit.txt
  log type:  text
 closed on:  30 Aug 2013, 11:12:04
-----------------------------------------------------------------------------------------------