I am trying to fit a linear mixed model with serial AR1 correlation.  My
observations are weighted with weights=w.  Is the following appropriate ???
:

gls(y~X, correlation=corAR1(0.51,form= ~
hours|ID,fixed=FALSE),method="ML",weights=varFixed(~(1/w^2)))

This would suggest that the variance weights are 1/(sqrt(1/w^2)) = w.

More importantly, how are variance weights incorporated into the likelihood
function?

 "Pinheiro and Bates: Mixed-Effects Models in S and S-PLUS"  offers little
explanation except to say that an iterative re-weighting scheme is
employed(ch. 5)

any ideas would be greatly appreciated,

Harlan

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