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2006 Feb 10
1
Lmer with weights
...modeling, if this is at all possible.
For example we can take schools data by Gelman from R2WinBUGS package.
As you can see bellow use of weights argument did not had influence on
results.
I do not know if my specification of weights i.e. 1 / sd^2 is ok. Under
least squares one minimizes sum(e^2_i) or sum(w_i * e^2_i) with weighted
LS. If I consider that \sigma_i represents uncertainty in my "data" then
e'_i = e_i / \sigma_i and we minimize sum(e'^2_i) = sum((e_i /
\sigma_i)^2) = sum(e_i * \sigma^-2_i). Therefore weights i.e. w_i are
equal to 1 / \sigma^2_i.
Can anyone...