[R] weights in mixed model

tzhou1 tzhou1 at students.uiuc.edu
Wed Sep 3 00:07:06 CEST 2003

>It depends on what you mean by weights.
>The standard thing to mean in regression is weights that are inversely
>proportional to variances, but lme() does this, so I assume you mean
>something else.  What?

I want to use weights based on the residuals (not the usual residuals, refer
to Markatou, M. (1996), ¡°Robust statistical inference: weighted likelihoods
or usual M-estimation?¡± Communications in Statistics, Theory and Methods, 25,
2597-2613.). Basically, I want to calculate my own weights first, then use
them in the mixed model in R. Can R do this?

Thank you very much for your reply!


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