Re: [Rd] qt for df < 1

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Thu 08 Dec 2005 - 18:09:29 GMT

roger koenker <rkoenker@uiuc.edu> writes:

> 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.

Well the help page has:

For 'qt' only values of at least one are currently supported.

and someone must have written that...

R does have pt for df < 1, so a temporary fix using uniroot() seems doable.

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Fri Dec 09 05:48:21 2005

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