On 2011-02-21 02:42, Rosario Garcia Gil wrote:
Hello
I have a data set with outlier and it is not normally distributed. I would
instead like to use a more robust distribution like t-distribution.
My question is if the coefficients of the regression are different from zero,
but assuming a t-distribution.
Could someone hint me what package to use or....
Have you considered using a robust method?
There's rlm() in MASS, lmrob() in robustbase, etc.
Peter Ehlers
Thanks in advance
Rosario
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