[R] student-t regression in R?

From: Andrew Gelman <gelman_at_stat.columbia.edu>
Date: Thu 02 Feb 2006 - 06:43:32 EST


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? Thanks.
Andrew

-- 
Andrew Gelman
Professor, Department of Statistics
Professor, Department of Political Science
gelman@stat.columbia.edu
www.stat.columbia.edu/~gelman

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Received on Thu Feb 02 07:03:37 2006

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