$TTDF

Specifies t-distribution degrees of freedom for $\theta$ (NM75).

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 $TTDF 0 (default)
 $TTDF [value ... ]
 $TTDF [(value)[xn]] ...

;# Example
 $TTDF (2.0)x2 (3.0)x2

The example sets t-distribution degrees of freedom for $\theta_1$ and $\theta_2$ to value of 2.0, and degrees of freedom for $\theta_3$ and $\theta_4$ to value of 3.0.

DISCUSSION

$TTDF allows the user to specify the t-distribution degrees of freedom for each THETA. It can be used with

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$ESTIMATION METHOD=NUTS

and

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$SIMULATION

These values will be used in estimation and simulation unless $EST TTDF or $SIM TTDF is set, respectively, which set the degrees of freedom to a same value for all THETA's for that step.

By default $TTDF value is 0.