program cauchitburr7 version 13.0 args lnf Xb Xd tempvar sigma tempvar mu quietly { gen double `sigma' = exp(`Xd') gen double `mu' = `Xb' replace `lnf' = -log(2) - log(_pi) + log(`sigma') - log(1 - $ML_y1) - log($ML_y1) /// - log(`mu'^2 + `sigma'^2 + 2*`mu'*atanh(1 - 2*$ML_y1) + atanh(1 - 2*$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. */