/*This ado file gives the log likelihood function used in interval regressions for the GG distribution. It uses the delta-sigma parameterization. For use with group data. It works with gintreg.ado v 1 Author--Jacob Orchard Update--8/8/2016*/ program intllf_ggsigma_group version 13 args lnf delta sigma p tempvar Fu Fl zu zl qui gen double `Fu' = . qui gen double `Fl' = . qui gen double `zu' = . qui gen double `zl' = . *Point data tempvar x y z w v qui gen double `x' = `p'*((log($ML_y1) - `delta')/exp(`sigma') ) /// if $ML_y1 != . & $ML_y2 != . & $ML_y1 == $ML_y2 qui gen double `y' = log(exp(`sigma')) if $ML_y1 != . & $ML_y2 != . & /// $ML_y1 == $ML_y2 qui gen double `z' = log($ML_y1) if $ML_y1 != . & $ML_y2 != . & /// $ML_y1 == $ML_y2 qui gen double `w' = lngamma(`p') if $ML_y1 != . & $ML_y2 != . & $ML_y1 == $ML_y2 qui gen double `v' = exp((log($ML_y1 )-`delta')/exp(`sigma')) if $ML_y1 != . /// & $ML_y2 != . & $ML_y1 == $ML_y2 qui replace `lnf' = `x' - `y' - `z' - `w' - `v' *Interval data qui replace `zu' = ($ML_y2/exp(`delta'))^(1/exp(`sigma')) if $ML_y1 != . & $ML_y2 != . & /// $ML_y1 != $ML_y2 qui replace `Fu' = gammap(`p',`zu') if $ML_y1 != . & $ML_y2 != . /// & $ML_y1 != $ML_y2 qui replace `zl' = ($ML_y1/exp(`delta'))^(1/exp(`sigma')) if $ML_y1 != . & $ML_y2 != . /// & $ML_y1 != $ML_y2 qui replace `Fl' = gammap(`p',`zl') if $ML_y1 != . & $ML_y2 != . /// & $ML_y1 != $ML_y2 qui replace `lnf' = log(`Fu' -`Fl') if $ML_y1 != . & $ML_y2 != . /// & $ML_y1 != $ML_y2 *Bottom coded data qui replace `zl' = ($ML_y1/exp(`delta'))^(1/exp(`sigma')) if $ML_y1 != . & $ML_y2 == . qui replace `Fl' = gammap(`p',`zl') if $ML_y1 != . & $ML_y2 == . qui replace `lnf' = log(1-`Fl') if $ML_y1 != . & $ML_y2 == . *Top coded data qui replace `zu' = ($ML_y2/exp(`delta'))^(1/exp(`sigma')) if $ML_y2 != . & $ML_y1 == . qui replace `Fu' = gammap(`p',`zu') if $ML_y2 != . & $ML_y1 == . qui replace `lnf' = log(`Fu') if $ML_y2 != . & $ML_y1 == . *Missing values qui replace `lnf' = 0 if $ML_y2 == . & $ML_y1 == . *Group frequency qui replace `lnf' = `lnf'*$group_per end