statsmodels/statsmodels — pull request #1880 by josef-pkt (2014-08-11 06:20:40+00:00)
Title: ENH: family: add option to turn of valid link check, or warn. 

see #1509

add option: `invalid_link : string in ['raise' 'warn', 'ignore']` to turn exception into warning or ignore

needed to allow the GLM equivalent for Probit in #1870

#1509 also includes other options to improve how links are specified, that are not addressed here.
Also, binomial should allow probit and CDFLink, which are also not included here.