[R-sig-ME] weighted-ML estimates
Douglas Bates
bates at stat.wisc.edu
Sat Feb 14 00:23:10 CET 2009
On Fri, Feb 13, 2009 at 8:55 AM, H c <harlancampbell at gmail.com> wrote:
> Hi,
> We are trying to calculate ML-parameter estimates of a mixed effects models
> where the observations are weighted. The "weights" option in lmer() with
> RELM=FALSE seems attractive. Does anyone know the mechanism it uses to
> calculate weighted ML estimates?
The weights are with respect to the observations. The log-likelihood
depends on a residual sum of squares in the unweighted case. In the
weighted case a weighted residual sum of squares is used.
> (Is there a paper?). Also, our model
> includes a serial correlation structure(e.g. AR(1)) among the residuals. As
> far as I know, no such "cor" option is available in lmer() unlike in nlme.
> Is this correct and if so, any suggestions on how to proceed?
You are correct. The lmer function does not incorporate serial
correlation structures.
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