[R] plot history, libraries, weights

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Mon Sep 4 20:48:11 CEST 2000

Thomas Lumley <thomas at biostat.washington.edu> writes:

> > 3) As far as I know weights can be specified only for lm. How can I 
> > take account of weights with a weighted sample in other models or 
> > functions (table but also other multivariate and cluster techniques)?
> Some other functions have weights (eg glm, some survival functions).  Most
> don't.  Also, most of the functions that have weights have frequency
> weights rather than probability weights: that is, setting a weight equal
> to 2 has exactly the same effect as replicating the observation. 

Um, "..same effect as assuming that the observation is the average of
2 basic observations" is closer to the fact in lm and glm, and that's
not quite the same. (Still not quite precise though, since it doesn't
capture the fact that weights are relative - multiply all by 5 and you
should get the same result. Great disasters have happened when
performing weighted least squares in systems that literally replicate

   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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