#delim ; program robit5; version 16.0; /* Robit link function with 5 degrees of freedom. *!Author: Roger Newson *!Date: 20 October 2021 */ args todo eta mu return; if `todo' == -1 {; /* Set global macros for output */ global SGLM_lt "Robit with 5 d.f."; global SGLM_lf "invt(5,u)"; exit; }; if `todo' == 0 {; /* set eta(mu) */ generate double `eta' = invt(5,`mu'); exit; }; if `todo' == 1 {; /* set mu(eta) */ generate double `mu' = t(5,`eta'); exit; }; if `todo' == 2 {; /* set return = dmu/deta */ generate double `return' = tden(5,`eta'); exit; }; if `todo' == 3 {; /* set return = d2mu/deta2 */ generate double `return' = exp( lngamma((5+1)/2) - lngamma(5/2) )/sqrt(5*_pi) ; replace `return' = `return' * (-(5+1)/2) * (1 + (`eta'*`eta')/5)^(-(5+3)/2) ; replace `return' = `return' * 2*`eta'/5 ; exit; }; display as error "Unknown call to glm link function"; exit 198; end;