/*
**    count9.e
**
**    Poisson regression model with unobserved dependent variables
**
**    data are randomly generated.
*/

library count;
#include count.ext;
countset;

rndseed 3145367;
n = 50;
o = ones(n,1);
x1 = rndu(n,2);
x2 = rndu(n,1);
x3 = rndu(n,1);
b1 = { 1, 1.2, .5 };
b2 = { .2, .2 };
b3 = { .2, .2 };
lam1 = exp((o~x1)*b1);
lam2 = exp((o~x2)*b2);
lam3 = exp((o~x3)*b3);
u = rndp(n,1,lam3);
y1 = rndp(n,1,lam1) + u;
y2 = rndp(n,1,lam2) + u;
data = y1~y2~x1~x2~x3;

output file = count9.out reset;

__output = 5;
_max_GradStep = 1e-3;

/*
**  Uncommenting the following line
**  causes the iterations to terminate
**  earlier.  At the default setting
**  the computation of the H-S covariance
**  matrix of the parameters fails.
*/

 _max_GradTol = 1e-4;

call countprt(supreme2(data,1,2,3|4,5,6));

output off;