Hello, My response variable seems to be distributed according to Student t with df=4. I have 320 observations and about 20 variables. I am wondering whether there is a way to fit glm with Student t for error distribution. Student t is not one of the family choices in glm function.
How should I proceed to fit glm with Student t? I know that Student t is the Inverse Gamma with shape parameter equal to degrees of freedom (=4). Would it be correct then to specify Gamma family and inverse link in the glm function? Thank you for your help. Jonas M. University of Stockholm -- Jonas Malmros Stockholm University Stockholm, Sweden ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
