>>>>> Purver, Mark
>>>>> on Thu, 16 Apr 2020 10:02:09 +0000 writes:
> Hi all,
> 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.
> Many thanks,
> Mark Purver
> Statistician, UK Ministry of Justice
> ________________________________
Dear Mark,
is there any chance you can add a reproducible example to what
you claim above?
In general: Yes, there are changes between R versions, but of
course they should be improvements (aka "bug fixes"). So, for
this case, we really need a "repr.ex.", ideally as small as
possible.
OTOH, both 3.4.x and 3.5.y are "very old" in our eyes,
and at the moment, the smallest R version we could possibly
change is 4.0.0, but almost surely your problem would not be
both grave and simple to fix enough, and so a change would be
for R 4.0.1
Best regards,
Martin Maechler
ETH Zurich and R Core team
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