[R] sampling weights for lme

[Baskin, Robert]

< I would like to run a linear *mixed effects* model and also to use
(sample) weighting ...>
I've been trying to do this for 2 decades :)

See
< 9. Pfeffermann, D. , Skinner, C. J. , Holmes, D. J. , Goldstein, H. , and
Rasbash, J.  (1998), ``Weighting for unequal selection probabilities in
multilevel models (Disc: p41-56)'', Journal of the Royal Statistical
Society, Series B, Methodological, 60 , 23-40 >

which refers back to:
<29. Pfeffermann, D. , and LaVange, L.  (1989), ``Regression models for
stratified multi-stage cluster samples'', Analysis of Complex Surveys,
237-260 >


If you don't like statistical papers, then see section 4.5 of <8. Korn,
Edward Lee , and Graubard, Barry I.  (1999), ``Analysis of health surveys'',
John Wiley & Sons (New York; Chichester) > They explain the idea of using
weights in a model fairly simply.


And I would always recommend Rick's (us hillbillies gotta stick together:)
book:  <5. Valliant, Richard , Dorfman, Alan H. , and Royall, Richard M.
(2000), ``Finite population sampling and inference: a prediction approach'',
John Wiley & Sons (New York; Chichester) > as a general fun read.

I didn't really answer your question but...
Bob



-----Original Message-----
From: alex pegucci [mailto:alexpegucci at yahoo.com] 
Sent: Friday, May 07, 2004 4:03 AM
To: r-help at stat.math.ethz.ch
Subject: [R] sampling weights for lme

Dear All,

I have a complex survey data with observations having differing
probabilities of selection into the sample. I would like to run a
linear mixed effects model and also to use weighting that takes this
into consideration. As far as I know, however, the weighting option for
the lme command from nlme package (or glmmPQL from MASS, for that
matter) is related to heteroscedasticity. Is there a sampling weights
option for these packages that I am not aware of? 

Regards,

Alex

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