As you haven't gotten a reply, I'll make an attempt; but caveat emptor! Hopefully others will correct my errors.
The Laplace distribution is double exponential with heavy tails and for which the sample median, not the mean, is the mle for the location parameter. In the more general linear modeling context, this suggests you might be interested in quantile regression, for which Roger Koenker's quantreg package is the place to go. However, I doubt that the lmer package can deal with this in the mixed model context, as special algorithms are required. Doug Bates or others should correct me if I'm wrong on this. HTH. And again, caveat emptor. -- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Petar Milin > Sent: Tuesday, March 21, 2006 2:42 PM > To: R-HELP > Subject: [R] Is it possible to model with Laplace's error > distribution? > > Hello! > My question is stated in the Subject: Is it possible to model with > Laplace's error distribution? For example, lmer() function have few > families of functions, like binomial etc., but not Laplace. > Is there any > other package that would allow for Laplace? Or is there a way to give > "user-defined" family? > > Sincerely, > P. Milin > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
