*! version 1.0.0 19feb2025 program goprobit2_sgt_llf args lnf ${args} if (${univariate}) local mu ${ML_y} gettoken j J: (global) gloJ tempvar Fl Fu phi Xl Xu Zl Zu * Phi calculation and helper variables quietly gen double `phi' = 1 / [sqrt((`q'^(2/`p')) * (exp(lngamma(3/`p') + lngamma(`q'-2/`p') - lngamma((3/`p')+(`q'-2/`p')) - (lngamma(1/`p') + lngamma(`q') - lngamma((1/`p')+`q'))) * (3*`lambda'^2 + 1)))] quietly gen double `Xl' = . quietly gen double `Xu' = . quietly gen double `Zl' = . quietly gen double `Zu' = . * Fl,Fu of minimum value of depvar quietly replace `Xu' = (`cut`j''-`mu') quietly replace `Zu' = abs(`Xu')^`p' / (abs(`Xu')^`p' + `q'*`phi'^`p' * (1 + `lambda'*sign(`Xu'))^`p') quietly gen double `Fl' = 0 if (${ML_y}==`j') quietly gen double `Fu' = /* */ (1 - `lambda')/2 + ((1 + `lambda'*sign(`Xu'))/2) * sign(`Xu') * ibeta(1/`p', `q', `Zu') /* */ if (${ML_y}==`j') * Fl,Fu of middle value(s) of depvar, if any (ie 2+ categories) gettoken j J: J while ("`J'"!="") { quietly replace `Xl' = (`cut`=`j'-1''-`mu') quietly replace `Xu' = (`cut`j''-`mu') quietly replace `Zl' = abs(`Xl')^`p' / (abs(`Xl')^`p' + `q'*`phi'^`p' * (1 + `lambda'*sign(`Xl'))^`p') quietly replace `Zu' = abs(`Xu')^`p' / (abs(`Xu')^`p' + `q'*`phi'^`p' * (1 + `lambda'*sign(`Xu'))^`p') quietly replace `Fl' = /* */ (1-`lambda')/2 + ((1 + `lambda'*sign(`Xl'))/2) * sign(`Xl') * ibeta(1/`p', `q', `Zl') /* */ if (${ML_y}==`j') quietly replace `Fu' = /* */ (1-`lambda')/2 + ((1 + `lambda'*sign(`Xu'))/2) * sign(`Xu') * ibeta(1/`p', `q', `Zu') /* */ if (${ML_y}==`j') gettoken j J: J } * Fl,Fu of maximum value of depvar quietly replace `Xl' = (`cut`=`j'-1''-`mu') quietly replace `Zl' = abs(`Xl')^`p' / (abs(`Xl')^`p' + `q'*`phi'^`p' * (1 + `lambda'*sign(`Xl'))^`p') quietly replace `Fl' = /* */ (1-`lambda')/2 + ((1 + `lambda'*sign(`Xl'))/2) * sign(`Xl') * ibeta(1/`p', `q', `Zl') /* */ if (${ML_y}==`j') quietly replace `Fu' = 1 if (${ML_y}==`j') * Bring it all together quietly replace `lnf' = ln(`Fu'-`Fl') end