program define spmstar2_lf version 10.0 args lnf mu Rho1 Rho2 Sigma tempvar A rYW1 rYW2 gen double `rYW1'=`Rho1'*mstar_YW1 gen double `rYW2'=`Rho2'*mstar_YW2 scalar p1 = `Rho1' scalar p2 = `Rho2' matrix p1W1 = p1*mstar_W1 matrix p2W2 = p2*mstar_W2 matrix IpW = mstar_I_n - p1W1 - p2W2 qui gen double `A' = ln(det(IpW))/$mstar_nobs if _n == 1 scalar A = `A' qui replace `lnf'= A + ln(normalden($ML_y1-`rYW1'-`rYW2'-`mu', 0, `Sigma')) end