program burr7t2
version 13.0
args lnf Xb Xd
tempvar sigma
tempvar mu
quietly {
   gen double `sigma' = exp(`Xd')
   gen double `mu' = `Xb'
   replace `lnf' = log((1/cosh(((-1 + 2*$ML_y1)/(sqrt(2)*sqrt((1 - $ML_y1)*$ML_y1)) ///
   - `mu')/`sigma'))^2/(4*sqrt(2)*(((1 - $ML_y1)*$ML_y1)^(3/2))*`sigma'))
   }
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.
*/