Github user actuaryzhang commented on the issue:
https://github.com/apache/spark/pull/16740
@sethah Thanks for your input. I can add more tests, but they are not
adding too much since the algorithm is already tested in other tests.
The analytical approach does not integrate well with the summary method.
One has to derive the general formula for the standard error of the intercept,
and then change the code substantially to make it work with summary. This is
not an optimal solution IMO.
BTW, R fits the intercept only model also using IWLS with multiple
iterations. It is just weird to have a special implementation in this case
which does not integrate with the current setup.
@srowen @yanboliang Please advise. Thanks.
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