Hi all,

I want to use weights for a logistic regression. In SAS, all I have to do is to specify my weight vector (they are fractions) and use proc logistic on my binary output.

When I tried to do the same in R, I got an error message because my weights were not integer. I understand that the weight option in R is to be used when the dependent variable is a proportion so that the weight is the total from which this proportion is derived. 

So what should I do if I want to use logistic regression but want to use weight to give more importance to certain observations (e.g. weight=0.87) and less to others (e.g. weight=.45) ? Should I reparametrize everything in terms of counts or is there an easier way out?

Thanks in advance

M-P
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