Hello. I’m running a regression model using and using a StudentT distribution for the first time. That said, am I right in assuming the value for nu should be the len(observed Y - 1)?

Specifying nu for StudentT

jordan.howell2 January 15, 2019, 3:34pm 3

Ok. Any best practices? I thought it represented the degrees of freedom. Is that right?

Topic		Replies	Views
What parameter do I manipulate to spread the tails in a student T distribution? version agnostic modeling	5	465	June 30, 2023
StudentT lam parameter Questions	3	617	April 30, 2019
How to define StudentT parameters? v5 variational_inferenc , modeling	2	537	November 13, 2023
Can't recover the scale parameter in Student's T model Questions	3	694	October 6, 2017
StudentT Parameters Questions	2	638	December 1, 2017