Dear R-Users, I have a question about the dglm() function from the dglm Package (V 1.6.2). The dglm() function fits double-generalized linear models as described in Smyth, G. K. (1989). Generalized linear models with varying dispersion. J. R. Statist. Soc. B, 51, 47-60. I use dglm() to estimate a simple logit (i.e. the dependent variable is a binary indicator) with varying dispersion. Code looks like this: example <- data.frame( x1 = rnorm(1000,.5,1), x2 = rnorm(1000,0,1), y=rbinom(1000,1,.5)) model=dglm(y~x1,~x2,data=example,family=binomial("logit")) While the model converges, it keeps telling me the following warning: "In eval(expr, envir, enclos) : non-integer #successes in a binomial glm!" I interpret the warning as urging me that I should not apply dglm() to binary data. I am puzzled because 1) the standard glm() function works fine with binary data and 2) my reading of Smyth's paper suggests that the double-generalized linear model can be applied to binary data as well. So I guess my question is: should I ignore this warning or is there a statistical reason why the results might be biased in one way or the other? Thanks for any clarifying thoughts, Chris [[alternative HTML version deleted]]