Displaying 2 results from an estimated 2 matches for "gamma_distribution".
2007 Oct 26
1
glm with Student t for error distribution
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
2007 May 18
1
Inverse gamma
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