Question: 10. Apply Student t regression (Section 5.7) to the stack loss data in Example 4.4, with degrees of freedom an unknown. Lange et al.

10. Apply Student t regression (Section 5.7) to the stack loss data in Example 4.4, with degrees of freedom ν an unknown. Lange et al. (1989) consider these data under normal linear regression and Student regression and show support for the latter. In fact they report an estimate ν = 1.1.

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