On Thu, 8 Dec 2005, roger koenker wrote:
> 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,
Why not?: qt is the inverse of pt.
> but I'm curious about whether someone has already looked into
> this can of worms.
Note from the help page:
df: degrees of freedom (> 0, maybe non-integer). 'df = Inf' is
allowed. For 'qt' only values of at least one are currently
supported.
so, yes, it is known about.
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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