The package currently supports “case weights” - weights on individual observations. I wonder if there is a way to tweak the code so that I can put weights on clusters?
Specifically, the package currently can take a vector of observation weights w
, and calculate the total log-likelihood as \sum log(w_ij * P(y_ij))
, where w_ij
and y_ij
are the weight and response for observation j
from cluster i
.
However, instead of weighting the probabilities on the observation level, I want to weight the log-likelihood on the cluster level, i.e., I want to calculate \sum w_i l_i
? Here w_i
and l_i
are the weight and the log-likelihood for cluster i
.
Can anyone give a pointer on where I should get started? Thank you.