Check out Kim Chantala's paper -- she compares several packages,
although it was a few years back. See
http://www.amstat.org/sections/srms/Proceedings/y2006/Files/JSM2006-000347.pdf
Stata's set of multilevel tools is not exhausted by -xtm*- commands. I
am surprised you have not found out about -gllamm- that does support
weights. See also the paper by -gllamm- authors where they use PISA
data: http://scholar.google.com/scholar?hl=en&lr=&cluster=7285304785835205587
On Sun, Apr 27, 2008 at 9:09 AM, Maarten buis <[email protected]> wrote:
> --- [email protected] wrote:
> > I am using multilevel data coming from a cross-country dataset.
> > (student, school, country level).
> >
> > I would like to estimate a mixed model, that is, containing fixed and
> > random intercepts, as well as fixed and random coefficients, taking
> > into account the nested structure of the data. I found a fantastic
> > tool with the xtmixed command. Until I discovered it did not handle
> > weights.
> >
> > Yet, it is very important that I take the student weights into
> > account. I am not familiar with sas and spss, but apparently this
> > type of estimation, using weights, is possible. in spss the procedure
> > is called "mixed".
> >
> > This suggests that it is not incorrect to take weights into account.
> >
> > Does anyone have any suggestion?
> >
> > Does by any chance the authors of the ado-file would be willing to
> > incorporate this feature? I am quite convinced that since multilevel
> > models often come from survey data, with the latter being always
> > provided with weights, this feature would be useuful to a number of
> > statausers.
> >
> > Obviously, I cannot use the svy tool since the commands allowed by it
> > in terms of estimation are quite limited and do not include mixed
> > models.
>
> Weights in a multilevel model is a remarkable complex issue, so if you
> had to go for other software and had to choose between SPSS and SAS,
> than I would have much more faith in SAS. If I indulge in a bit of
> Collegestationology (as in Kremlinonlogy) than I would guess that if it
> can be done, than it will be implemented at some point in the future,
> because StataCorp has invested greatly in both -xtmixed- and its
> capabilities of dealing with complex survey designs.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
it regularly.
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