/*
**  maxlik8.e - A bootstrapped Poisson Model
**
**  This run compares the heteroskedastic-consistent standard errors
**  with bootstrapped estimates, for a Poisson regression model.
**    This example also illustrates the use of MAXLIK with a user-supplied
**  gradient procedure.
*/

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);
    retp((z[.,1]-exp(z[.,2:4]*b)).*z[.,2:4]);
endp;

x0 = { .5, .5, .5 };

_max_GradProc = &lgd;

output file = maxlik8.out reset;

__title = "heteroskedastic-consistent standard errors";
_max_Options = { hetcon };

   call maxprt(maxlik("psn",0,&lpsn,x0));

maxset;
rndseed 4564567;
__output = 10;
__title = "bootstrapped standard errors";
_max_BootFname = "mboot8";

 call maxprt(maxboot("psn",0,&lpsn,x0));

printdos "\n  CMLBoot has created the GAUSS data file `mboot8'\n";
printdos "  containing the bootstrapped coefficients.  You may\n";
printdos "  want to delete this file after the program has been run\n\n";

output off;