program _scauchyden, eclass version 12.0 args dvar mu sigma lambda confirm name `dvar' confirm number `mu' confirm number `lambda' confirm number `sigma' if `sigma' <= 0{ di as error "Parameter sigma must be positive" } if `lambda' <= -1 | `lambda' >= 1{ di as error "Parameter lambda must be between -1 and 1." } gen _scauchyden_`dvar' = 1/(`sigma'*_pi*((`dvar'^2)/(`sigma'^2*(`lambda'*sign(`dvar') + 1)^2) + 1)) end