[R] Non-normal residuals.

David Scott d.scott at auckland.ac.nz
Wed Oct 28 22:09:28 CET 2009

Kjetil Halvorsen wrote:
> On Wed, Oct 28, 2009 at 7:25 AM, David Scott <d.scott at auckland.ac.nz> wrote:
>> Karl Ove Hufthammer wrote:
>>> On Tue, 27 Oct 2009 18:06:02 -0400 Ben Bolker <bolker at ufl.edu> wrote:
>>>>  If transforming your data brings you closer to satisfying
>>>> the assumptions of your analytic methods and having a sensible
>>>> analysis, then that's good.  If it makes things worse, that's bad.
>>>> Other choices, depending on the situation, include robust methods
>>>> (for "outlier" problems); generalized linear models etc. (for
>>>> discrete data from standard distributions); models using t- instead
>>>> of normally distributed residuals;
>>> I have sometimes wondered about this: Which functions/packages do you use
>>> to fit a (perhaps just a simple linear) model with t-distributed residuals
>>> (or residuals of a different distribution)?
>> Package sn has this facility I believe.
> Yes, for independent data, but for time series???
> Kjetil

No, not for time series---I was responding to
"fit a (perhaps just a simple linear) model with t-distributed residuals"


David Scott	Department of Statistics
		The University of Auckland, PB 92019
		Auckland 1142,    NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics

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