> There appear to be a bug in the estimation of significance in the binomial > model > in GLM. This bug apparently appears when the correlation between two variables > is to strong. > > Such as this dummy example > c(0,0,0,0,0,1,1,1,1,1)->a > a->b > m1<-glm(a~b, binomial) > summary(m1) > > It is sufficient that all 1's correspond to 1's such as this example Isn't this just the well-known failure of logistic regression (non-existence of maximum likelihood estimator) for linearly separable data? (b > 0.5 => a == 1) > c(0,0,0,0,0,1,1,1,1,1)->a > c(0,0,0,0,1,1,1,1,1,1)->c > m1<-glm(a~c, binomial) > summary(m1) This is not linearly separable, but almost, so the standard errors will be very large.
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