/*
**  maxgrd.e
**
*/

library maxlik;
#include maxlik.ext;
maxset;

proc lpsn(b,z);
    local m;
    m = z[.,2:4]*b;
    retp(z[.,1].*m-exp(m));
endp;

proc lgd(b,z);
    local zi;
    zi = z[.,2:4];
    retp((z[.,1]-exp(zi*b)).*zi);
endp;

proc hsgd(b,z);
    local zi;
    zi = z[.,2:4];
    retp(-zi'*(exp(zi*b).*zi));
endp;

x0 = { .41187, .83872, .49165 };    @ ML estimates @

_mlgdprc = &lgd;
_mlhsprc = &hsgd;

output file = maxgrd.out reset;

{ x,f0,g,h,retcode } = maxgrd("psn",0,&lpsn,x0);

output off;