I seem to remember that the facility to specify sampling weights (via the Weights option from the Model menu or the WEIGhts command) was introduced as an experimental feature. Is this still the case, or has thorough testing now been completed?
• Yes, this feature is still experimental. We are currently checking that the weights facility works correctly for continuous response models. We will publish the results on our website when finished. Until then, users should continue to regard the weights facility as experimental. Users should also note that MLwiN does not offer the facility to use weights when using MCMC estimation: any weights specified will by ignored by MCMC. For this reason we do not recommend the use of weights in discrete response models (since we recommend MCMC estimation for these models), and will not be checking that the weights facility works correctly for discrete response models.
