search for: gamma_distribut

Hello, My response variable seems to be distributed according to Student t with df=4. I have 320 observations and about 20 variables. I am wondering whether there is a way to fit glm with Student t for error distribution. Student t is not one of the family choices in glm function. How should I proceed to fit glm with Student t? I know that Student t is the Inverse Gamma with shape parameter

Hi, All: assume I need to generate X from inverse gamma with parameter (k, beta). should I generate from Y from gamma(-k, beta), then take X=1/Y? Thanks pat