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

David J. Birke
2019-09-27T17:05:09Z

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