Dear,
When i multiply the y of a regression by 10, I would expect that the coefficient would be multiply by 10 and the z value to stay constant. Here some reproducible code to support the case. *Ex 1* library(mvtnorm) library(VGAM) set.seed(1) x=rmvnorm(1000,sigma=matrix(c(1,0.75,0.75,1),2,2)) summary(vglm("y~x",family=studentt2,data=data.frame("y"=x[,1],"x"=x[,2]))) summary(vglm("y~x",family=studentt2,data=data.frame("y"=x[,1]*10,"x"=x[,2]))) summary(vglm("y~x",family=cauchy1,data=data.frame("y"=x[,1],"x"=x[,2]))) summary(vglm("y~x",family=cauchy1,data=data.frame("y"=x[,1]*10,"x"=x[,2]))) summary(vglm("y~x",family=hypersecant,data=data.frame("y"=x[,1],"x"=x[,2]))) summary(vglm("y~x",family=hypersecant,data=data.frame("y"=x[,1]*10,"x"=x[,2]))) *Ex 2* library(VGAM) tdata <- data.frame(x2 = runif(nn <- 1000)) tdata <- transform(tdata, y1 = rt(nn, df = exp(exp(0.5 - x2))), y2 = rt(nn, df = exp(exp(0.5 - x2)))) fit1 <- vglm(y1 ~ x2, studentt, tdata, trace = TRUE) tdata$y1=tdata$y1*100 fit2 <- vglm(y1 ~ x2, studentt, tdata, trace = TRUE) coef(fit1, matrix = TRUE) coef(fit2, matrix = TRUE) I also feel that often VGAM package (vglm function) dont converge and just stops. Do you know a reliable package with a lot of available distribution ? Thanks, Olivier [[alternative HTML version deleted]] ______________________________________________ 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.