[R] student-t regression in R?
rvaradhan at jhmi.edu
Wed Feb 1 21:09:36 CET 2006
Look at the "tlm" function in "hett" package.
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
> bounces at stat.math.ethz.ch] On Behalf Of Andrew Gelman
> Sent: Wednesday, February 01, 2006 2:44 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] student-t regression in R?
> 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?
> Andrew Gelman
> Professor, Department of Statistics
> Professor, Department of Political Science
> gelman at stat.columbia.edu
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