-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
bounces at stat.math.ethz.ch] On Behalf Of Andrew Gelman
Sent: Wednesday, February 01, 2006 2:44 PM
To: r-help at 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
gelman at stat.columbia.edu
www.stat.columbia.edu/~gelman
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