Question: 1 Consider the Bernoulli regression model, P(yi = 1) = pi = e xi 1 e xi , yi {0, 1}, i = 1, .

1 Consider the Bernoulli regression model, P(yi = 1) = pi = e xi 1 e xi , yi {0, 1}, i = 1, . . . , n, with a one dimensional unknown parameter. (1) (10 pts) Write down the log likelihood function L() for . (2) (10 pts) Find both dL/d and d 2L/d2 . (3) (10 pts) Write down a Newton-Raphson algorithm for finding the maximum likelihood estimator b

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