program t2t2 version 13.0 args lnf Xb Xd tempvar sigma tempvar mu quietly { gen double `sigma' = exp(`Xd') gen double `mu' = `Xb' replace `lnf' = 2*log(`sigma') - (3/2)*log(1 + 2*sqrt(2)*`mu'*sqrt(1 - $ML_y1)*sqrt($ML_y1) /// + 2*(-2 + `mu'^2 + 2*`sigma'^2)*$ML_y1 /// - 4*`mu'*sqrt(2 - 2*$ML_y1)*$ML_y1^(3/2) /// - 2*(-2 + `mu'^2 + 2*`sigma'^2)*$ML_y1^2) } end /* This distribution is from the CDF-quantile family presented in Smithson, M. & Shou, Y. (2017). CDF-quantile distributions for modeling random variables on the unit interval. British Journal of Mathematical and Statistical Psychology, 70(3), 412-438. */