I’d like to help extend GLM.jl to support these 3 weights. 1 thing that I think will be important is the ability to pass multiple weight types, for example both a fweight and a pweight. The fweights can easily come from aggregated data, and pweights might come from some kind of stratified sampling. It will be important to accommodate datasets that were generated using both. I personally haven’t come across the scenario where a dataset was constructed with all 3 types of weights though