Bayesian robust correlations with brms (and why you should love Student’s $t$)

In this post, we’ll show how Student’s t-distribution can produce better correlation estimates when your data have outliers. As is often the case, we’ll do so as Bayesians.

Robust Linear Regression with Student’s $t$-Distribution

The purpose of this post is to demonstrate the advantages of the Student’s t-distribution for regression with outliers, particularly within a Bayesian framework.