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
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 (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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