*! v 1.1.4 26nov2008. program define xri_mpll version 6 local ll "`1'" local M "`2'" local S "`3'" tempname ln2pi small scalar `ln2pi'=1.837877 scalar `small'=1e-9 if $S_gfix { local G $S_gamma if $S_dfix { local D $S_delta } else local D `4' } else { local G `4' if $S_dfix { local D $S_delta } else local D `5' } /* gamma is Box-Cox power parameter, delta is Box-Cox modulus power parameter. */ quietly { if !$S_cv & !$S_lns { local s `S' /* sigma parametrization */ } else { tempvar s if $S_lns { /* log S parametrization */ if $S_cv { gen double `s' = `M'*exp(`S') } else gen double `s' = exp(`S') } else gen double `s' = `M'*`S' } if "$S_wt"=="" { local w 1 local lnw 0 local sqrtw 1 } else { local w $S_wt local lnw ln(`w') local sqrtw sqrt(`w') } * s(igma) is scale factor---in scale of Y cap drop __U tempvar lnZ ln1u gen double `lnZ' = `sqrtw'*log($ML_y1/`M') gen double __U = (`M'/`s')*cond(abs(`G'*`lnZ')>`small', /* */ (exp(`G'*`lnZ')-1)/`G', `lnZ'*(1+0.5*`G'*`lnZ')) gen double `ln1u' = ln(1+abs(__U)) replace __U = sign(__U)*cond(abs(`D'*`ln1u')>`small', /* */ (exp(`D'*`ln1u')-1)/`D', `ln1u'*(1+0.5*`D'*`ln1u')) if "$S_cens"=="" { replace `ll'=(`D'-1)*`ln1u'-0.5*`ln2pi'-log(`s')-0.5*__U^2-(1-`G')*`lnZ'+0.5*`lnw' } else { replace `ll'=cond($S_cens==0, /* */ (`D'-1)*`ln1u'-0.5*`ln2pi'-log(`s')-0.5*__U^2-(1-`G')*`lnZ'+0.5*`lnw', /* */ cond($S_cens==1, ln(1-normprob(__U)), ln(normprob(__U)))) } if $S_trunc { tempvar eps gen `eps' = -`M'/(`s'*`G') nmod `eps' `D' replace `ll'=`ll'-log( /* */ cond(`G'<-`small', `eps', 1)-cond(`G'<`small', 0, `eps')) } } end program define nmod /* normprob of modulus function */ replace `1'= normprob(sign(`1')*((abs(`1')+1)^`2'-1)/`2') end