correction to my previous answer. I looked around and I don't think it's called the donsker effect. It seems to jbe referred to as just a case of "perfect separability.". if you google for" perfect separation in glms", you'll get a lot of information.
On Fri, Sep 27, 2019 at 2:35 PM Mark Leeds <marklee...@gmail.com> wrote: > Hi: In your example, you made the response zero in every case which > is going to cause problems. In glm's, I think they call it the donsker > effect. I'm not sure what it's called > in OLS. probably a lack of identifiability. Note that you probably > shouldn't be using zeros > and 1's as the response in a regression anyway. > > If you change the response to below, you get what you'd expect. > > y <- c(rep(0, 15), rep(1,15)) > > On Fri, Sep 27, 2019 at 1:48 PM David J. Birke <djbi...@berkeley.edu> > wrote: > >> Dear R community, >> >> I just stumbled upon the following behavior in R version 3.6.0: >> >> set.seed(42) >> y <- rep(0, 30) >> x <- rbinom(30, 1, prob = 0.91) >> # The following will not show any t-statistic or p-value >> summary(lm(y~x)) >> # The following will show t-statistic and p-value >> summary(lm(1+y~x)) >> >> My expected output is that the first case should report t-statistic and >> p-value. My intuition might be tricking me, but I think that a constant >> shift of the data should be fully absorbed by the constant and not >> affect inference about the slope. >> >> Is this a bug or is there a reason why there should be a discrepancy >> between the two outputs? >> >> Best, >> David >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
