#delim ; program robit10; version 16.0; /* Robit link function with 10 degrees of freedom. *!Author: Roger Newson *!Date: 11 January 2022 */ args todo eta mu return; if `todo' == -1 {; /* Set global macros for output */ global SGLM_lt "Robit with 10 d.f."; global SGLM_lf "invt(10,u)"; exit; }; if `todo' == 0 {; /* set eta(mu) */ generate double `eta' = invt(10,`mu'); exit; }; if `todo' == 1 {; /* set mu(eta) */ generate double `mu' = t(10,`eta'); exit; }; if `todo' == 2 {; /* set return = dmu/deta */ generate double `return' = tden(10,`eta'); exit; }; if `todo' == 3 {; /* set return = d2mu/deta2 */ generate double `return' = exp( lngamma((10+1)/2) - lngamma(10/2) )/sqrt(10*_pi) ; replace `return' = `return' * (-(10+1)/2) * (1 + (`eta'*`eta')/10)^(-(10+3)/2) ; replace `return' = `return' * 2*`eta'/10 ; exit; }; display as error "Unknown call to glm link function"; exit 198; end;