Please provide an initial x for your Optim objectives

[pkofod]

The style you use here https://github.com/lbittarello/Microeconometrics.jl/blob/master/src/estimation/logit.jl#L93 and other places is no longer valid. I suggest you seed your constructor

TwiceDifferentiable(f, g!, fg!, h!, β, eltype(β))

for now. The last positional argument eltype(β) shouldn't be there, that's a bug. I'll add the following constructor asap.

TwiceDifferentiable(f, g!, fg!, h!, β)

[pkofod]

Constructor version two should work now

[lbittarello]

Thanks for the warning!