[Rd] qt for df < 1

[roger koenker]

I was experimenting yesterday with a binomial make.link option
for estimating student t binary response models, tentatively
called gossit, and I noticed eventually that the R qt function doesn't
like df < 1.  Vaguely recalling that Splus didn't seem to mind such
weirdness,  I checked on our soon to be defunct Splus6.2 and
sure enough, it produced plausible answers instead of R's NA's.
Of course, I have no way of judging the quality of these answers,
but I'm curious about whether someone has already looked into
this can of worms.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820