/*This ado file gives the log likelihood function for the GB2 distribution. It works with gb2reg.ado Author--Jacob Orchard Update--5/3/2016*/ program llf_gb2 version 13 args lnf delta sigma p q tempvar x y z w v qui gen double `x' = `p'*((log($ML_y1) - `delta')/`sigma' ) qui gen double `y' = log(`sigma') qui gen double `z' = log($ML_y1) qui gen double `w' = lngamma(`p') + lngamma(`q') - lngamma(`p' + `q') qui gen double `v' = (`p'+`q')*log(1+ exp(((log($ML_y1)-`delta')/`sigma'))) qui replace `lnf' = `x' - `y' - `z' - `w' - `v' end