Suppose that, conditional on the covariates X, the Y ’s are independent 0–1 variables, with logit P (Yi = 1|X) = Xiβ, i.e., the logit model holds. Show that the log likelihood function can be written as Ln(β) = −n i=1 log

1 + exp(Xiβ)

+

n i=1 XiYi

β.