Currently, the Binomial family for generalized linear models does not accept the identity link.
When modifying the code to allow for the identity link, the link seems to work as expected and the results returned appear reasonable.
Is there a reason for not allowing the identity link? It would be useful for things like estimating risk difference.
ENH: Allow identity link in Binomial. Closes #1127.
Looks like oversight. That commit should fix it.