[R] stats::lm has inconsistent output when adding constant to dependent variable

Mark Leeds
2019-09-28T17:32:47Z

Hi Berwin: Yes, that's it. Donsker is famous for a functional CLT so I was
mixing up  statistics
and stochastic processes  I better stick to statistics. It's safer. !!!!!
Thanks for correction.
I'm ccing R-help since it may be useful to someone there. See below for
Berwin's
comment.


Mark

On Sat, Sep 28, 2019 at 3:36 AM Berwin A Turlach <berwin.turlach at
gmail.com>
wrote:

> G'day Mark,
>
> On Fri, 27 Sep 2019 14:43:28 -0400
> Mark Leeds <markleeds2 at gmail.com> wrote:
>
> > correction to my previous answer. I looked around and I don't
think
> > it's called the donsker effect.
>
> I think you meant the Hauck-Donner effect [1], which refers to the
> problem of separation for binomial GLMs (not all GLMs).
>
> Cheers,
>
>         Berwin
>
> [1] Hauck, Jr., W.W. and Donner, A. (1977) Wald's test as applied to
> hypotheses in logit analysis.  Journal of the American Statistical
> Association 72, 851-853.