I was reviewing the documentation on lmer (lme4) found here:
http://cran.r-project.org/web/packages/lme4/vignettes/lmer.pdf. The
document refers to W^-1 as "known
prior weights".
Is this "weight" the same concept as using weights in a model "lm"?
I did some testing between the lme and lmer (with REML estimator; random
slope and intercept).
Without any weights, I get the same estimates for lme and lmer. However,
when I include a weight given by inverse of the sample size by ID. I get
very different results.
I think I may be interpreting these weights differently.
Sincerely,
Christian