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studenti2
2013 Apr 17
1
Bug in VGAM z value and coefficient ?
...regression by 10, I would expect that the
coefficient would be multiply by 10 and the z value to stay constant. Here
some reproducible code to support the case.
*Ex 1*
library(mvtnorm)
library(VGAM)
set.seed(1)
x=rmvnorm(1000,sigma=matrix(c(1,0.75,0.75,1),2,2))
summary(vglm("y~x",family=studentt2,data=data.frame("y"=x[,1],"x"=x[,2])))
summary(vglm("y~x",family=studentt2,data=data.frame("y"=x[,1]*10,"x"=x[,2])))
summary(vglm("y~x",family=cauchy1,data=data.frame("y"=x[,1],"x"=x[,2])))
summary(vglm("y~x",...