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gossip
2005 Dec 08
2
qt for df < 1
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 ju...