GLM.jl’s glm does not interpret the weights wts as inverse variances but as prior frequencies:
- `wts::Vector=similar(y,0)`: Prior frequency (a.k.a. case) weights of observations.
Such weights are equivalent to repeating each observation a number of times equal
to its weight. Do note that this interpretation gives equal point estimates but
different standard errors from analytical (a.k.a. inverse variance) weights and
from probability (a.k.a. sampling) weights which are the default in some other
software.
Can be length 0 to indicate no weighting (default).