Observation Weights

[adam-s-elder]

For one of the projects I am doing I was planning on using your package for one of my analyses. However, observations weights (like the weights argument of the glm function) are not yet supported. I was wondering if it would be possible to add this functionality to your package.

Thanks so much for your help!

[benkeser]

Thanks for the comment.

Adding weights that are known or can be estimated using nonparametric maximum likelihood would be a straightforward addition. If weights are estimated (esp. nonparametrically) using a working model, it'd be a bit more of an undertaking.

@nhejazi How bored are you during quarantine? Any interest in tackling?

[adam-s-elder]

Thanks for the quick reply! Both are certainly useful. For me, the weights would be known.

[nhejazi]

Sounds like an interesting addition; thanks for the request @Shmelder. I'm happy to look into this @benkeser.

[adam-s-elder]

Thank you!