[R] Is there any way of weighting individual data points in a logistic regression

Frank Harrell f.harrell at vanderbilt.edu
Fri Oct 26 15:44:14 CEST 2012

The lrm function in the rms package will do this.

David Schoeman wrote
> Dear all. Apologies if I am asking a stupid question, but I have been
> unable to find a solution so far. 
> I would like to run a logistic regression in which individual data points
> are assigned different weights (related to my confidence in their
> validity). These individual observations are binary (success/failure). My
> intuition was to use the "weights" option in the vlm function. Something
> along the lines of:
> 	mod1 <- glm(success ~ beach - 1, weights = confidence, data = dat, family
> = binomial), 
> where success is binary (1/0), beach is a factor and weights are either 1
> (full confidence) or 0.5 (less confidence).
> When I ran into the "non-integer #successes in a binomial vlm!" error, and
> read the help files, I realised my error (in binomial glm, weights set the
> number of trials). It's good to know WHY my approach was wrong, but it
> would be better to know how to conduct my analysis correctly.
> Any ideas appreciated.
> Dave
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Frank Harrell
Department of Biostatistics, Vanderbilt University
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