program burr7burr7
version 13.0
args lnf Xb Xd
tempvar sigma
tempvar mu
quietly {
   gen double `sigma' = exp(`Xd')
   gen double `mu' = `Xb'
   replace `lnf' = 2*log(cosh((`mu' + atanh(1 - 2*$ML_y1))/`sigma')^(-1)) ///
   - log(4*`sigma'*$ML_y1 - 4*`sigma'*$ML_y1^2)
   }
end
/*
This distribution is from the CDF-quantile family presented in
Smithson, M. & Shou, Y. (2017). CDF-quantile distributions for modeling
random variables on the unit interval.
British Journal of Mathematical and Statistical Psychology, 70(3), 412-438.
*/