program cauchitt2 version 13.0 args lnf Xb Xd tempvar sigma tempvar mu quietly { gen double `sigma' = exp(`Xd') gen double `mu' = `Xb' replace `lnf' = log((($ML_y1 == 1/2)*2*sqrt(2) + ($ML_y1 > 1/2)*(2*$ML_y1 /// - 1)/sqrt(8*(1 - 2*$ML_y1)^2*((1 - $ML_y1)*$ML_y1)^3) + ($ML_y1 < 1/2)*(1 /// - 2*$ML_y1)/sqrt(8*(1 - 2*$ML_y1)^2*((1 - $ML_y1)*$ML_y1)^3))/(_pi*`sigma'*(1 /// + (`mu' - 2*(($ML_y1 > 1/2) - 1/2)*(sqrt((1 - 2*$ML_y1)^2/(2 * (1 /// - $ML_y1)*$ML_y1))))^2/`sigma'^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. */