From p.dalgaard at biostat.ku.dk  Thu Dec  8 19:09:29 2005
From: p.dalgaard at biostat.ku.dk (Peter Dalgaard)
Date: 08 Dec 2005 19:09:29 +0100
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: <x2k6efbgva.fsf@viggo.kubism.ku.dk>

roger koenker <rkoenker at uiuc.edu> writes:

> 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,
> but I'm curious about whether someone has already looked into
> this can of worms.

Well the help page has:

For 'qt' only values of at least one are currently supported.

and someone must have written that...

R does have pt for df < 1, so a temporary fix using uniroot() seems
doable.

-- 
   O__  ---- Peter Dalgaard             ?ster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907



[Rd] qt for df < 1
Peter Dalgaard