How to add weights parameter to Generalized Mixed Model

Specific Domains Statistics
29

The problem seems to be a difference between the released version of the MixedModels package (v2.3.0) and the master branch on the repository (v3.0.0-DEV). In v2.3.0 the estimated standard deviation of the random effects is over 6 in the model with the interaction term

$ julia-1.4.2 --project
               _
   _       _ _(_)_     |  Documentation: https://docs.julialang.org
  (_)     | (_) (_)    |
   _ _   _| |_  __ _   |  Type "?" for help, "]?" for Pkg help.
  | | | | | | |/ _` |  |
  | | |_| | | | (_| |  |  Version 1.4.2 (2020-05-23)
 _/ |\__'_|_|_|\__'_|  |  Official https://julialang.org/ release
|__/                   |

(tmp) pkg> st
Status `/tmp/Project.toml`
  [a93c6f00] DataFrames v0.21.3
  [ff71e718] MixedModels v2.3.0
  [6f49c342] RCall v0.13.7

julia> using DataFrames, MixedModels, RCall

julia> titanic = filter(:Freq => !iszero, rcopy(R"as.data.frame(datasets::Titanic)"));

julia> const GLMM = GeneralizedLinearMixedModel;

julia> form = @formula Survived ~ 1 + Age*Sex + (1|Class);

julia> m = fit(GLMM, form, titanic, Bernoulli(), wts=titanic.Freq, nAGQ=3)
Generalized Linear Mixed Model fit by maximum likelihood (nAGQ = 3)
  Survived ~ 1 + Age + Sex + Age & Sex + (1 | Class)
  Distribution: Bernoulli{Float64}
  Link: LogitLink()

  Deviance: 2210.0492

Variance components:
         Column    Variance Std.Dev. 
Class (Intercept)  37.752020 6.144267

 Number of obs: 24; levels of grouping factors: 4

Fixed-effects parameters:
──────────────────────────────────────────────────────────────────
                           Estimate  Std.Error    z value  P(>|z|)
──────────────────────────────────────────────────────────────────
(Intercept)                0.423055    4.02214   0.105182   0.9162
Age: Adult                -1.77117     2.73242  -0.648208   0.5169
Sex: Female                0.715531    3.93831   0.181685   0.8558
Age: Adult & Sex: Female   1.89466     4.19524   0.451621   0.6515
──────────────────────────────────────────────────────────────────

whereas in v3.0.0-DEV (which requires Julia-v1.4.0 or later)

$ julia-1.4.2 --project
               _
   _       _ _(_)_     |  Documentation: https://docs.julialang.org
  (_)     | (_) (_)    |
   _ _   _| |_  __ _   |  Type "?" for help, "]?" for Pkg help.
  | | | | | | |/ _` |  |
  | | |_| | | | (_| |  |  Version 1.4.2 (2020-05-23)
 _/ |\__'_|_|_|\__'_|  |  Official https://julialang.org/ release
|__/                   |

(tmp) pkg> add MixedModels#master
   Updating git-repo `https://github.com/JuliaStats/MixedModels.jl.git`
   Updating registry at `~/.julia/registries/General`
   Updating git-repo `https://github.com/JuliaRegistries/General.git`
  Resolving package versions...
   Updating `/tmp/Project.toml`
  [ff71e718] ↑ MixedModels v2.3.0 ⇒ v3.0.0-DEV #master (https://github.com/JuliaStats/MixedModels.jl.git)
   Updating `/tmp/Manifest.toml`
  [69666777] + Arrow v0.2.4
  [becb17da] + Feather v0.5.6
  [53afe959] + FlatBuffers v0.5.4
  [ff71e718] ↑ MixedModels v2.3.0 ⇒ v3.0.0-DEV #master (https://github.com/JuliaStats/MixedModels.jl.git)

(tmp) pkg> st
Status `/tmp/Project.toml`
  [a93c6f00] DataFrames v0.21.3
  [ff71e718] MixedModels v3.0.0-DEV #master (https://github.com/JuliaStats/MixedModels.jl.git)
  [6f49c342] RCall v0.13.7

julia> using DataFrames, MixedModels, RCall
[ Info: Precompiling MixedModels [ff71e718-51f3-5ec2-a782-8ffcbfa3c316]

julia> titanic = filter(:Freq => !iszero, rcopy(R"as.data.frame(datasets::Titanic)"));

julia> const GLMM = GeneralizedLinearMixedModel;

julia> form = @formula Survived ~ 1 + Age*Sex + (1|Class);

julia> m = fit(GLMM, form, titanic, Bernoulli(), wts=titanic.Freq, nAGQ=3)
Generalized Linear Mixed Model fit by maximum likelihood (nAGQ = 3)
  Survived ~ 1 + Age + Sex + Age & Sex + (1 | Class)
  Distribution: Bernoulli{Float64}
  Link: LogitLink()

  Deviance: 2210.0492

Variance components:
         Column    Variance   Std.Dev.  
Class (Intercept)  0.40044704 0.63280885

 Number of obs: 24; levels of grouping factors: 4

Fixed-effects parameters:
────────────────────────────────────────────────────────────────
                           Estimate  Std.Error  z value  P(>|z|)
────────────────────────────────────────────────────────────────
(Intercept)                0.422887   0.414341     1.02   0.3074
Age: Adult                -1.77117    0.281569    -6.29   <1e-9
Sex: Female                0.715344   0.405834     1.76   0.0780
Age: Adult & Sex: Female   1.89475    0.432309     4.38   <1e-4
────────────────────────────────────────────────────────────────

Sorry that this took so long to straighten out. I guess we better get v3.0.0 released soon.