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Re: st: Pweight in GLLAMM


From   "Jin king" <[email protected]>
To   [email protected]
Subject   Re: st: Pweight in GLLAMM
Date   Fri, 13 Apr 2007 16:39:40 +0000

Thanks,after I correct them, it runs for weight option. However, our data is survey sample. I need probability weight in regression. However, it fails for - pweight(wt)- option.
I guess that since the data is reshaped, new probability weight variables need to be redefined. Is that right?


From: "Stas Kolenikov" <[email protected]>
Reply-To: [email protected]
To: [email protected]
Subject: Re: st: Pweight in GLLAMM
Date: Thu, 12 Apr 2007 23:11:22 -0500

AFAIK, -gllamm- expects two variables (or whatever your number of
levels is) to represent weights, and -weight- option gives the
stem/prefix of their names. So you should have had wt1=1 and wt2, and
specify -weight(wt)-.

On 4/12/07, Jin king <[email protected]> wrote:

Dear All,
I am trying to use GLLAMM to run a bivariate ordered probit model
incorperating the sampling weight. But I failed. The STATA returns "weight
variables wt2 not found".
Here is the code:

gen cons =1
collapse (sum) wt2=cons, by(yy1 yy2 gender education)
gen int pid = _n
gen byte y1=yy1
gen byte y2=yy2
reshape long y, i(pid) j(eqdm)
tab eqdm, gen(d)

gen float x1gd = gender * d1
gen float x1ed =education* d1

gen float x2gd = gender * d2
gen float x2ed = education* d2

eq xx : d2
eq x1 : d1 - d2

gllamm y x1gd x1ed x2gd x2ed , trace i(pid) weight(wt2) family( binomial)
l(oprobit) adapt thresh(xx) eqs(x1)
--
Stas Kolenikov
http://stas.kolenikov.name
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