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List:       r-help
Subject:    Re: [R] stats::lm has inconsistent output when adding constant to dependent variable
From:       Mark Leeds <markleeds2 () gmail ! com>
Date:       2019-09-28 17:32:47
Message-ID: CAHz+bWbbx_wyAPn2_1A21wy3P7=6SG5ARfgbLRHvq2C7K2gCCA () mail ! gmail ! com
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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@gmail.com>
wrote:

> G'day Mark,
>
> On Fri, 27 Sep 2019 14:43:28 -0400
> Mark Leeds <markleeds2@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.
>

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