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 Tues, Wed, Thurs: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016 212-851-2142 Mon, Fri: International Affairs Bldg (Amsterdam Ave at 118 St), Room 711 212-854-7075 Mailing address: 1255 Amsterdam Ave, Room 1016 Columbia University New York, NY 10027-5904 212-851-2142 (fax) 212-851-2164