*! version 1.5.0 12Aug2011 MLB program define hangr_wald, rclass syntax varname [if] [fweight] , /// x(string) nobs(real) nbins(real) w(real) min(real) max(real) theor(string) /// [ par(numlist) suspended XXfit(integer 0) withx(integer 0) xwx(varname) grden(string) ] if "`suspended'" != "" local minus "-" if "`weight'" != "" local wght "[`weight'`exp']" marksample touse if "`par'" == "" { if `xxfit' & `withx' == 0 { local mu = `e(mu)' local l = `e(lambda)' qui gen `theor' = sqrt( /// (sqrt(`l'/(2*_pi*`x'^3)) * exp(-`l'*(`x'-`mu')^2 / (2*`mu'^2*`x')))* /// `nobs'*`w') local grden "sqrt(`l'/(2*_pi*x^3)) * exp(-`l'*(x-`mu')^2 / (2*`mu'^2*x))" return local gr "function y = `minus'sqrt(`nobs'*`w'*(`grden')), range(`min' `max')" return scalar a = `mu' return scalar b = `l' } else if `xxfit' { tempvar mu l partden qui predict double `mu' if `touse', eq(#1) qui predict double `l' if `touse', eq(#2) qui gen `partden' = . qui gen `grden' = . qui count if `xwx' < . forvalues i = 1/`r(N)' { qui replace `partden' = sqrt(`l'/(2*_pi*`xwx'[`i']^3)) * exp(-`l'*(`xwx'[`i']-`mu')^2 / (2*`mu'^2*`xwx'[`i'])) if `touse' sum `partden' if `touse' `wght', meanonly qui replace `grden' = r(mean) in `i' } qui gen `theor' = sqrt(`nobs'*`w'*(`grden')) qui replace `grden' = `minus'`theor' return local gr "line `grden' `xwx', sort" } else { tempvar diff qui sum `varlist' if `touse' `wght', meanonly local mu = r(mean) qui gen double `diff' = 1/`varlist' - 1/r(mean) sum `diff' if `touse' `wght', meanonly local l = 1/r(mean) qui gen `theor' = sqrt( /// (sqrt(`l'/(2*_pi*`x'^3)) * exp(-`l'*(`x'-`mu')^2 / (2*`mu'^2*`x')))* /// `nobs'*`w') local grden "sqrt(`l'/(2*_pi*x^3)) * exp(-`l'*(x-`mu')^2 / (2*`mu'^2*x))" return local gr "function y = `minus'sqrt(`nobs'*`w'*(`grden')), range(`min' `max')" return scalar a = `mu' return scalar b = `l' } } else { local mu : word 1 of `par' local l : word 2 of `par' qui gen `theor' = sqrt( /// (sqrt(`l'/(2*_pi*`x'^3)) * exp(-`l'*(`x'-`mu')^2 / (2*`mu'^2*`x')))* /// `nobs'*`w') local grden "sqrt(`l'/(2*_pi*x^3)) * exp(-`l'*(x-`mu')^2 / (2*`mu'^2*x))" return local gr "function y = `minus'sqrt(`nobs'*`w'*(`grden')), range(`min' `max')" return scalar a = `mu' return scalar b = `l' } end