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loglik
2006 Jan 23
1
weighted likelihood for lme
Dear R users,
I'm trying to fit a simple random intercept model with a fixed intercept.
Suppose I want to assign a weight w_i to the i-th contribute to the log-likelihood, i.e.
w_i * logLik_i
where logLik_i is the log-likelihood for the i-th subject.
I want to maximize the likelihood for N subjects
Sum_i {w_i * logLik_i}
Here is a simple example to reproduce
# require(nlme)
> foo <- Orthodont
> lme(distance ~ 1, random = ~ 1|Subject, method="...