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MY SECRET HISTORY; By Paul Theroux; G.P. Putnam's Son; $21.95; 512 pages.

Paul Theroux has written a shelf-full of books - 25 in all - and unlike Hemingway and Steinbeck, his writing has improved, not diminished with age, as he lets his imagination replay the many adventures of his own wide-ranging life. The result in "My Secret History" is a wonderful book - no doubt spiced with some elements of autobiography - about the haunting guilt someone born Catholic to a family of modest means in suburban Boston has toward sex and the burden this places on a young man as he grows into adulthood and sets off around the world to ravish womankind.Theroux's main character, Andrew Parent, is introduced as an altar boy in his early teens at an age when everything is sinful - even befriending a priest who drinks too much - and the boy has to develop a fine skill for lying and slinking about, in order to avoid the wrath that adults shower on mischievous teenagers.

The story leaps forward to Parent's young adulthood. After college, he goes off to Africa as a Peace Corps volunteer, a victim of sorts of his own animal nature.

Parent is transferred to Uganda, to run an adult studies institute, and there he meets an attractive British woman and falls deeply in love. She gets pregnant and they decide to marry - nipping in the bud her own career as a teacher. They return to England, where she supports the family with a low-level bank job.

Then the book takes on a new dimension, as Parent, on one of his world-circling excursions, suddenly becomes homesick and rushes home - only to find out that Jenny has begun an affair with a bank executive. Now he realizes she too has her own "secret life" and the knowledge that he has been cuckolded drives him to the edge of madness.

The book is distinguished by its sense of place and honesty. Theroux's gift for painting Third World characters is equal to that of Graham Greene and Somerset Maugham. Theroux is now of an age where he can enjoy the tiny nuances that separate people and delight in the ambivalence that plagues modern man.