[R] glm with Student t for error distribution

[Jonas Malmros]

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 equal
to degrees of freedom (=4). Would it be correct then to specify Gamma
family and inverse link in the glm function?

Thank you for your help.

Jonas M.
University of Stockholm




-- 
Jonas Malmros
Stockholm University
Stockholm, Sweden