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Binomial glms with very small numbers

On Wed, 14 Jan 2004, Spencer Graves wrote:

            
Even in that case glm will do what you want (return fitted probabilities 
rather close to 0 or 1), just somewhat inefficiently.  The standard errors 
are often hard to interpret and Wald tests are misleading. Even that case 
is covered in V&R!   We also discuss the problems of interpreting the 
residual deviance (in the current edition, and in the complements for 
earlier eds) when the expected number of either successes or failures is 
small (and what small is: it will be with n=3).