From rkoenker at uiuc.edu  Thu Dec  8 17:26:03 2005
From: rkoenker at uiuc.edu (roger koenker)
Date: Thu, 8 Dec 2005 10:26:03 -0600
Subject: [Rd] qt for df < 1
Message-ID: <FD963C8B-71E1-4322-AE17-98303ED6B0D8@uiuc.edu>

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.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820



[Rd] qt for df < 1
roger koenker