/*This ado file gives the log likelihood function used in interval regressions for the Skewed Laplace distribution. It works with gintreg.ado v 1.1 Author--Bryan Chia Update--9/7/2017*/ program intllf_slaplace version 13 args lnf mu lambda 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 qui gen double `x' = $ML_y1 - (`mu') if $ML_y1 != . & $ML_y2 != . /// & $ML_y1 == $ML_y2 *Change this log pdf later qui replace `lnf' = log(`x') if $ML_y1 != . & $ML_y2 != . & /// $ML_y1 == $ML_y2 *Interval data qui replace `zu' = (abs($ML_y2 - `mu'))/( /// (1+`lambda'*sign($ML_y2 -`mu'))) /// if $ML_y1 != . & $ML_y2 != . & $ML_y1 != $ML_y2 qui replace `Fu' = .5*(1-`lambda') + .5*(1+`lambda'*sign($ML_y2- /// `mu'))*sign($ML_y2 - `mu')*(1 - exp(-`zu')) /// if $ML_y1 != . & $ML_y2 != . & $ML_y1 != $ML_y2 qui replace `zl' = (abs($ML_y1 - `mu'))/( /// (1+`lambda'*sign($ML_y1 -`mu'))) /// if $ML_y1 != . & $ML_y2 != . & $ML_y1 != $ML_y2 qui replace `Fl' = .5*(1-`lambda') + .5*(1+`lambda'*sign($ML_y1- /// `mu'))*sign($ML_y1 - `mu')*(1 - exp(-`zl')) /// if $ML_y1 != . & $ML_y2 != . & $ML_y1 != $ML_y2 qui replace `lnf' = log(`Fu' -`Fl') if $ML_y1 != . & $ML_y2 != . & /// $ML_y1 != $ML_y2 *Bottom coded data qui replace `zl' = (abs($ML_y1 - `mu'))/( /// (1+`lambda'*sign($ML_y1 -`mu'))) /// if $ML_y1 != . & $ML_y2 == . qui replace `Fl' = .5*(1-`lambda') + .5*(1+`lambda'*sign($ML_y1- /// `mu'))*sign($ML_y1 - `mu')*(1 - exp(-`zl')) /// if $ML_y1 != . & $ML_y2 == . qui replace `lnf' = log(1-`Fl') if $ML_y1 != . & $ML_y2 == . *Top coded data qui replace `zu' = (abs($ML_y2 - `mu'))/( /// (1+`lambda'*sign($ML_y2 -`mu'))) /// if $ML_y2 != . & $ML_y1 == . qui replace `Fu' = .5*(1-`lambda') + .5*(1+`lambda'*sign($ML_y2- /// `mu'))*sign($ML_y2 - `mu')*(1 - exp(-`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 == . end