Robust regression using t-density with df>=2 (Section 11.5)
WinBUGS code RobustRegression2
Posterior means, posterior standard deviations and 95% credible intervals (Inference->Samples->stats)
Sample path (history)
Posterior probability densities (Inference->Samples->density)
(Further, right-click on the figure->Margins-> Special…->Smooth -> change from 0.2 to 0.1-> apply all)
Sample autocorrelation function (Inference->Samples->auto corr)
Running quantile plot (Inference->Samples->quantiles)
Scatter plots (Inference->Correlations…)
Inference-> Compare-> node:mu_p, axis:x_p and click on modelfit)
95% intervals (blue) and median (red)
Inference-> Compare-> node:mu, other: y, axis:x and click on modelfit)
95% intervals (blue) and median (red). Observed y (black)
