On Thu, Mar 7, 2013 at 6:36 PM, Peter Maclean <pmaclean2011@yahoo.com>wrote:

> Is there a R package that use sampling weights in multilevel modeling? The
> survey package does not handle multilevel modeling and the weight option in
> lmer and nlmer functions from lme4 (used for multilevel modeling) is for
> weighted least squares estimation.
> Suggestion from one with experience in this subjet (including creating
> weights from strata and sampling unit variables) will be helpful. For
> example if analyzing data clustered in schools, how to use
> student's sampling weight or school sampling weight or both?
>

There is not.

What you need depends on whether you are interested in the variance
components for their own sake or just in valid standard error estimation
for a regression model.

If the latter, you can use svyglm in the survey package, which will give
you correct standard errors for a linear model whose coefficients have the
same interpretation as those from lmer.

If you need to estimate variance components, you currently need to use some
other software.  Mixed-model estimation based on composite likelihood is on
my list of things to do, but not terribly high up.

   -thomas


-- 
Thomas Lumley
Professor of Biostatistics
University of Auckland

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