GLM for ill-formed matrices

[olivierlabayle]

For some reason, the GLM package seems to return a NaN value from the first iteration in some occasions. Follow up: JuliaStats/GLM.jl#417.
For now, let's just skip those cases but this needs to be investigated further.
I suspect many of those issues will be fixed by the next GLM version: either without doing anything or by changing the matrix decomposition to QR (either by default or upon failure)