[R-sig-ME] sample weights in lmer

aslez at ssc.wisc.edu aslez at ssc.wisc.edu
Sat Oct 18 00:09:31 CEST 2008

Fellow R users,

I was wondering whether it is possible incorporate sample weights into the
lmer command.  My understanding is that the existing weights option
follows the types of weights used with the lm command; that is, they are
the type of weights you would use when doing something like weighted least
squares models.  To the best of my knowledge, sample or design weights are
not equivalent to the types of model weights we use for WLS.  I have at
least quasi-confirmed this by comparing lmer results to results produced
using HLM.  Without weights, the results are identical. With weights, they
differ.  I know for a fact HLM is using sample weights.

This maybe a relatively simple question, but I just made the switch to R,
so the answer isn't completely obvious to me.  My thought is either that
there is a way of linking svydesign commands with the lmer routine, or
that theres a way of "tricking" lmer so that it produces sample-weighted
results using the WLS-type weights command.

Any help would be much appreciated.


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