[R] Changes to stats::glm function between R versions 3.4.0 and 3.5.1
M@rk@Purver @end|ng |rom Ju@t|ce@gov@uk
Thu Apr 16 12:02:09 CEST 2020
Does anyone know whether there was a change to the algorithm of the glm function between versions 3.4.0 and 3.5.1 of the stats package? I noticed the introduction of the 'singular.ok' option, but I'm seeing more fundamental differences in the output of Generalised Linear Models between the two versions, particularly when the models don't converge.
In the later version, I'm seeing more variables 'blowing up' and giving large or NA standard error values when a model doesn't converge, but I'm using the same value of 'maxit' for both versions.
The numerical precision seems to be the same in versions 3.4.0 and 3.5.1 of R, as far as I can tell, but perhaps there is some difference that is indirectly affecting glm? Alternatively, there is a C function named Cdqrls that is called by glm, and I wondered if this had changed?
I have rather limited control over the version of R that I use, so I'm hoping I can produce results with 3.5.1 that are as similar as possible to those of 3.4.0.
Statistician, UK Ministry of Justice
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