name wclogit;

?The following is a weighted conditional logit, where data exists on
?48 states (choices), and the number of people who chose each state.
?The data is read in from a separate file, and a single observation
?is created, along with the log likelihood function.

? It is important to use HITER=N,HCOV=N for 2 reasons:
? 1. With HITER=B, the weight (N.) for each state would get squared
?    in the Hessian approximation, which is not correct.  This applies
?    to any weighted log likelihood function.
? 2. With a single observation, HITER=B cannot produce a full rank
?    Hessian approximation.

FRML WCLOGIT LOGL = NUM - LOG(DENOM);
FRML NUM  NUM1 + NUM2 + ... + NUM48;   ? fill in by hand...
FRML DENOM  DEN1 + DEN2 + ... + DEN48;   ? or use FORM with a COEF of ones
EQSUB WCLOGIT NUM DENOM;
SMPL 1,1;
DOT 1-48;
  READ(FILE='STATE.DAT') N. X.1 X.2 X.3 ... X.k;  ? fill in by hand...
  FRML FXB X.B = X.1*B1 + X.2*B2 + ... X.k*Bk;  ? fill in by hand... or use FORM
  ? You don't have to name the variables X.1... it could be AGE. INC. etc.,
  ?  and the Bs could also be more descriptive.
  FRML FN NUM. = N.*X.B;
  FRML FD DEN. = EXP(X.B);
  EQSUB WCLOGIT FN FD FXB ;
ENDDOT;
COMPRESS;  ? this might be needed
PARAM B1-Bk;  ?fix by hand
ML(HITER=N,HCOV=N) WCLOGIT;