[R] student-t regression in R?

Andrew Gelman gelman at stat.columbia.edu
Wed Feb 1 20:43:32 CET 2006


Is there a quick way to fit student-t regressions (that is, a regression 
with t-distributed error, ideally with the degrees-of-freedom parameter 
estimated from the data)?  I can do it easily enough in Bugs, or I can 
program the log-likelihood in R and optimize using optim(), but an R 
version (if it's already been written by somebody) would be convenient, 
especially for teaching purposes.  I couldn't find the Student-t as one 
of the families in "glm" but maybe it's somewhere else?
Thanks.
Andrew

-- 
Andrew Gelman
Professor, Department of Statistics
Professor, Department of Political Science
gelman at stat.columbia.edu
www.stat.columbia.edu/~gelman

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