t-distribution
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t-distribution
I have to generate errors which are distributed as a Student t-distribution and I use function @rtdist(v). How I should choose value of degrees "v"?
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3796
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Re: t-distribution
That would depend on what you're trying to do...
Re: t-distribution
I'm creating a regresion, and it's is said that errors e~t(v).and nothing about "v" ..
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3796
- Joined: Wed Sep 17, 2008 2:25 pm
Re: t-distribution
Then there's no way to know what value to use, other than it has to be positive. If the value is large, say 120+ you're essentially getting normal errors. Since whoever made up the assignment specified t-, they probably want a smallish integer.
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