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nlme weighted

2 messages · Mollet, Fabian, Dieter Menne

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Mollet, Fabian <Fabian.Mollet <at> wur.nl> writes:
...
In most other R regression packages, most notably lm, weights works 
the way you think it should, but the philosophy is different in lme, 
where a function is executed to compute weights, for example to 
handle heteroscedasticity.

I found this strange in the beginning, but as often Douglas Bates has 
a hidden agenda telling his users: don't do that. Don't average first 
and it later, use the raw data instead, and all the weights will be 
correct. And use the liberated parameter for more important things.

Dieter