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2006 Jan 23
1
weighted likelihood for lme
...I believe that
> lme(distance ~ 1, random = ~ 1|Subject, method="ML", data = foo, weight=~w)
does not maximize the likelihood Sum_i {w_i * logLik_i}, since 'weight' describes the with-in heteroscedasticity structure.
I think I need something like the option 'iweight' (importance weight) for the command 'xtreg' of Stata.
Any suggestion for R?
Thanks in advance,
Marco Geraci
> sessionInfo()
R version 2.2.1, 2005-12-20, i386-pc-mingw32
attached base packages:
[1] "methods" "stats" "graphics...