[R] linear regression and t-distribution

Rosario Garcia Gil M.Rosario.Garcia at slu.se
Mon Feb 21 11:42:16 CET 2011


Hello

I have a data set with outlier and it is not normally distributed. I would instead like to use a more robust distribution like t-distribution.

My question is if the coefficients of the regression are different from zero, but assuming a t-distribution.

Could someone hint me what package to use or....

Thanks in advance
Rosario


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