[Rd] qt for df < 1

From: roger koenker <rkoenker_at_uiuc.edu>
Date: Thu 08 Dec 2005 - 16:26:03 GMT


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@uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820

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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Fri Dec 09 04:35:36 2005

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