program burr8t2 version 13.0 args lnf Xb Xd tempvar sigma tempvar mu quietly { gen double `sigma' = exp(`Xd') gen double `mu' = `Xb' replace `lnf' = log(cosh(((1 - 2*$ML_y1)/(sqrt(2)*sqrt((1 - $ML_y1)*$ML_y1)) /// + `mu')/`sigma')^(-1)/(2*sqrt(2)*_pi*((1 - $ML_y1)*$ML_y1)^(3/2)*`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. */