[R] linear regression and t-distribution

[Peter Ehlers]

On 2011-02-21 02:42, Rosario Garcia Gil wrote:
> Hello
>
> I have a data set with outlier and it is not normally distributed. I would instead like to use a more robust distribution like t-distribution.
>
> My question is if the coefficients of the regression are different from zero, but assuming a t-distribution.
>
> Could someone hint me what package to use or....

Have you considered using a robust method?
There's rlm() in MASS, lmrob() in robustbase, etc.

Peter Ehlers

>
> Thanks in advance
> Rosario
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