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