From ripley at stats.ox.ac.uk  Thu Dec  8 19:41:22 2005
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Thu, 8 Dec 2005 18:41:22 +0000 (GMT)
Subject: [Rd] qt for df < 1
In-Reply-To: <FD963C8B-71E1-4322-AE17-98303ED6B0D8@uiuc.edu>
References: <FD963C8B-71E1-4322-AE17-98303ED6B0D8@uiuc.edu>
Message-ID: <Pine.LNX.4.61.0512081838060.24202@gannet.stats>

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,                  ripley at stats.ox.ac.uk
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



[Rd] qt for df < 1
Prof Brian Ripley