I studied the structure of this package, although the manual says that adding weights to the pim model is not implemented, I found the essential parameter & vcov estimating scripts did indeed include the functionality of having weights.
I made changes to:
"pim.R" - so it will create new pim class with weights slot
"pim.class.R" - add weights slot to the class
"pim.fit.R" - pass weights to the estimF()
"Estimators.R" - add weights argument to estimator.nleqslv(), and pass weights to construct()
Hi there,
I studied the structure of this package, although the manual says that adding weights to the pim model is not implemented, I found the essential parameter & vcov estimating scripts did indeed include the functionality of having weights.
I made changes to:
Please let me know if I can help more with this.
Best, Li