subroutine mbgd1(gbeta,glpsi,beta,lpsi,npar,
*x,y,theta,work,der,db,dbeta,dbeta1,n)
implicit double precision (a-h,o-z)
dimension x(n,npar-1),beta(npar-1),work(n),theta(n),
*y(n),gbeta(npar-1),dbeta(npar-1),dbeta1(npar-1),
*tpr(2),der1(3), P0(2,2), P1(2,2), P2(2,2),
*dth(3),db(3,npar-1),der(npar-1)
double precision lpsi
integer y,k1,k2,i,i0,i1,j,npar,n0,n
psi= dexp(lpsi)
psi1 = psi
ps1 = psi1-1
call matp(x,beta,work,n,npar-1,1)
do 10 i=1,n
theta(i) = 1/(1+dexp(-work(i)))
10 continue
i0 = 1
20 if (y(i0).eq.(-1)) then
i0=i0+1
go to 20
end if
n0 = n
30 if (y(n0).eq.(-1)) then
n0=n0-1
go to 30
end if
p = theta(i0)
do 40 k2=1,(npar-1)
dbeta1(k2) = p*(1-p)*x(i0,k2)
gbeta(k2)=(y(i0)/(p*(1-p))-1/(1-p))*dbeta1(k2)
40 continue
glpsi = 0
if (i0.eq.n0) return
gpsi = 0
i = i0+1
50 if (i.le.n0) then
i1=i
60 if (y(i1).eq.(-1)) then
i1=i1+1
go to 60
end if
C i0 is the most recent (past) observation time
C i1 is the next observation time
if (i1.eq.i) then
j = y(i0)
th1 = theta(i1)
th2 = theta(i1-1)
call mcpj(th1,th2,psi1,tpr)
p=tpr(y(i0)+1)
call deriv(theta,psi,i1,j,der1)
dpth = der1(1)
dpth1 = der1(2)
dppsi = der1(3)
dp = y(i1)/(p*(1-p))-1/(1-p)
do 70 k2=1,(npar-1)
dbeta(k2) = theta(i1)*(1-theta(i1))*x(i,k2)
dbeta1(k2) = theta(i1-1)*(1-theta(i1-1))*x(i1-1,k2)
gbeta(k2) = gbeta(k2) +
* dp*(dpth*dbeta(k2)+dpth1*dbeta1(k2))
70 continue
gpsi = gpsi+dp*dppsi
else
C (exactly one intermediate missing datum between i0 and i1)
call mcpj (theta(i0+1),theta(i0),psi1,tpr)
call mat2 (tpr(1),tpr(2),P1)
call mcpj (theta(i1),theta(i0+1),psi1,tpr)
call mat2 (tpr(1),tpr(2),P2)
call matp(P1,P2,P0,2,2,2)
j = y(i0)
tpr(1)= P0(1,2)
tpr(2)= P0(2,2)
p=tpr(y(i0)+1)
dp = y(i1)/(p*(1-p))-1/(1-p)
do 80 k1=0,2
do 90 k2=1,(npar-1)
db(k1+1,k2)= theta(k1+i0)*(1-theta(k1+i0))*x(k1+i0,k2)
90 continue
80 continue
call deriv(theta,psi1,i0+1,j,der1)
dth(1)=der1(2)*(-P2(1,2)+P2(2,2))
dth(2)=der1(1)*(-P2(1,2)+P2(2,2))
dpsi=der1(3)*(-P2(1,2)+P2(2,2))
call deriv(theta,psi1,i1,0,der1)
dth(2)=dth(2)+der1(2)*(1-P1(j+1,2))
dth(3)=der1(1)*(1-P1(j+1,2))
dpsi=dpsi+der1(3)*(1-P1(j+1,2))
call deriv(theta,psi1,i1,1,der1)
dth(2)=dth(2)+der1(2)*P1(j+1,2)
dth(3)=dth(3)+der1(1)*P1(j+1,2)
dpsi=dpsi+der1(3)*P1(j+1,2)
do 100 k2=1,(npar-1)
der(k2)=0.0D0
do 110 k1=1,3
der(k2)= der(k2)+dth(k1)*db(k1,k2)
110 continue
100 continue
do 120 k2=1,(npar-1)
gbeta(k2)= gbeta(k2)+dp*der(k2)
120 continue
gpsi = gpsi+dp*dpsi
end if
i0=i1
i=i0+1
go to 50
end if
glpsi=gpsi*psi
return
end