Re: [R] student-t regression in R?

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Thu 02 Feb 2006 - 07:09:36 EST


Look at the "tlm" function in "hett" package.

Ravi.

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch [mailto:r-help-
> bounces@stat.math.ethz.ch] On Behalf Of Andrew Gelman
> Sent: Wednesday, February 01, 2006 2:44 PM
> To: r-help@stat.math.ethz.ch
> Subject: [R] student-t regression in R?
>
> 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
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> www.stat.columbia.edu/~gelman
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Feb 02 07:19:28 2006

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