Posted 234 days ago (via andrewgelman.com)
John Mount provides some useful background and follow-up on our discussion from last year on computational instability of the usual logistic regression solver. Just to refresh your memory, here’s a simple logistic regression with only a constant term and no separation, nothing pathological at all: > y display (glm (y ~ 1, family=binomial(link="logit"))) glm(formula = [...]