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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="...