[R] Changes to stats::glm function between R versions 3.4.0 and 3.5.1

[Martin Maechler]

>>>>> Purver, Mark 
>>>>>     on Thu, 16 Apr 2020 10:02:09 +0000 writes:

    > Hi all,
    > Does anyone know whether there was a change to the algorithm of the glm function between versions 3.4.0 and 3.5.1 of the stats package? I noticed the introduction of the 'singular.ok' option, but I'm seeing more fundamental differences in the output of Generalised Linear Models between the two versions, particularly when the models don't converge.

    > In the later version, I'm seeing more variables 'blowing up' and giving large or NA standard error values when a model doesn't converge, but I'm using the same value of 'maxit' for both versions.

    > The numerical precision seems to be the same in versions 3.4.0 and 3.5.1 of R, as far as I can tell, but perhaps there is some difference that is indirectly affecting glm? Alternatively, there is a C function named Cdqrls that is called by glm, and I wondered if this had changed?

    > I have rather limited control over the version of R that I use, so I'm hoping I can produce results with 3.5.1 that are as similar as possible to those of 3.4.0.

    > Many thanks,

    > Mark Purver
    > Statistician, UK Ministry of Justice
    > ________________________________

Dear Mark,
is there any chance you can add a reproducible example to what
you claim above?

In general: Yes, there are changes between R versions, but of
course they should be improvements (aka "bug fixes").  So, for
this case, we really need a "repr.ex.", ideally as small as
possible.

OTOH, both 3.4.x  and  3.5.y  are "very old" in our eyes,
and at the moment, the smallest R version we could possibly
change is 4.0.0, but almost surely your problem would not be
both grave and simple to fix enough, and so a change would be
for R 4.0.1

Best regards,
Martin Maechler
ETH Zurich  and  R Core team