Could someone point me toward an example of using MCMC with weighted
observations? Even a WinBugs sample would help me get off dead center
on this.

Assuming a Gaussian response, the weights would go into the precision:

Robbie wrote:
Could someone point me toward an example of using MCMC with weighted
observations? Even a WinBugs sample would help me get off dead center
on this.

Assuming a Gaussian response, the weights would go into the precision:

# Model
model {
for(i in 1:N) {
x[i] ~ dnorm(mu, tau[i])
tau[i] <- wt[i]*tau0
}
mu ~ dnorm(0,0.001)
tau0 ~ dgamma(0.01, 0.01) # May not be the best prior!

}

# Data
list(N=5, x=c(2,3,4,5,6), wt=c(1,1,4,2,7))

Bob

--
Bob O'Hara
Department of Mathematics and Statistics
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