program burr7cauchy version 13.0 args lnf Xb Xd tempvar sigma tempvar mu quietly { gen double `sigma' = exp(`Xd') gen double `mu' = `Xb' replace `lnf' = - log((2*`sigma')/_pi) + 2*log(1/sin(_pi*$ML_y1)) /// + 2*log(1/cosh((`mu' + 1/tan(_pi*$ML_y1))/`sigma')) } 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. */