There is also the tlm() function in "hett" package for fitting linear models under t-distributed, heteroscedastic errors.
Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Scott Sent: Wednesday, October 28, 2009 6:26 AM To: Karl Ove Hufthammer Cc: r-h...@stat.math.ethz.ch Subject: Re: [R] Non-normal residuals. Karl Ove Hufthammer wrote: > On Tue, 27 Oct 2009 18:06:02 -0400 Ben Bolker <bol...@ufl.edu> wrote: >> If transforming your data brings you closer to satisfying >> the assumptions of your analytic methods and having a sensible >> analysis, then that's good. If it makes things worse, that's bad. >> Other choices, depending on the situation, include robust methods >> (for "outlier" problems); generalized linear models etc. (for >> discrete data from standard distributions); models using t- instead >> of normally distributed residuals; > > I have sometimes wondered about this: Which functions/packages do you > use to fit a (perhaps just a simple linear) model with t-distributed > residuals (or residuals of a different distribution)? > Package sn has this facility I believe. David Scott -- _________________________________________________________________ David Scott Department of Statistics The University of Auckland, PB 92019 Auckland 1142, NEW ZEALAND Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055 Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018 Director of Consulting, Department of Statistics ______________________________________________ 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. ______________________________________________ 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.