Dear Jacques, Did you ever figure that error out? I have recently hit it too. In my case it comes from glm() when I replace family = binomial with family = cauchit for some home brewed cauchy binary regression. Things are ok with binomial but not with Cauchy. The data set has some missing values. I tried replacing the x by multiple x's and by a matrix. I suspect that the intrinsic binomial regression is doing something smarter with the missing data. The code worked with an older R (1.7.1 or 1.8.1 I think) on other data sets. -Art here's my cauchy regression hack: cauchit = quasibinomial() cauchit$family = "binomial" cauchit$link = "cauchit" cauchit$linkfun = function(mu){ qcauchy(mu) } cauchit$linkinv = function(eta){ pcauchy(eta) } cauchit$mu.eta = function(eta){ dcauchy(eta) } then I use glm( .... family = cauchit )