program define bailey
version 2.1
	if "%_*"=="" {
		di in red "invalid syntax -- see help bailey"
		exit 198
	}
	mac def _options "Dead(string) MAXiter(string) REscale Autofix(string) RHOmax(string) LAMbda(string) Interva(string) FXAlpha(string) FXGamma(string) FXDelta(string) SVAlpha(string) SVGamma(string) SVDelta(string) *"
	mac def _varlist "req ex"
	mac def _if "opt"
	mac def _in "opt"
	mac def _exp "opt"
	parse "%_*"
	parse "%_varlist", parse(" ")
	gen float _wt = 1 %_if %_in
	if ("%_exp"!="") { replace _wt %_exp %_if %_in}
	if ("%_maxiter"!="") { mac def _options "%_options maxiter=%_maxiter" }
	if ("%_autofix"!="") { mac def _options "%_options autofix=%_autofix" }
	if ("%_rhomax"!="") { mac def _options "%_options rhomax=%_rhomax" }
	if ("%_lambda"!="") { mac def _options "%_options lambda=%_lambda" }

	if ("%_dead"=="") {
		gen byte _dead=1
		mac def _dead "_dead"
	}
	if ("%_interva"=="") { mac def _interva = 1 }
	cap confirm var interva
	if (_rc) {
		gen byte _interva = %_interva
		mac def  _interva "_interva"
	}
	quietly save _bailey, replace
	capture {
		!echo options altquote weight=_wt %_options ; > _parmfil
		!echo stata #_bailey.dta#; >> _parmfil
		!echo depend %_1 %_dead %_interva ; >> _parmfil
		mac shift
		* What if its too long?
		!echo logfile #_stata.log#; >> _parmfil
		!echo varlist %_*; >> _parmfil
		!echo output #_bailey.mta#; >> _parmfil
		!echo sv_alpha %_svalpha ; >> _parmfil
		!echo sv_gamma %_svgamma ; >> _parmfil
		!echo sv_delta %_svdelta ; >> _parmfil
		!echo fx_alpha %_fxalpha ; >> _parmfil
		!echo fx_gamma %_fxgamma ; >> _parmfil
		!echo fx_delta %_fxdelta ; >> _parmfil
		!bailey _parmfil
		noisily type _stata.log
	}
	mac def _rc = _rc
	cap drop _wt
	cap drop _dead
	cap drop _interva
	exit %_rc
end