Re: st: mixed multilevels models with weights

[Steven Samuels <sjhsamuels@earthlink.net>]

-gllamm-  will accommodate weights for multilevel data.  But, as  
Maarten says, the issue is complicated.  For example, the weights  
provided with survey data usually only apply to the lowest level of  
the data--in your case, the student level.   See:  http:// 
www.cpc.unc.edu/restools/data_analysis/ml_sampling_weights .  In the  
middle of the page is a link to a PDF file about this issue. It has  
list of  packages that will handle weights.   Austin Nichols (http:// 
www.statalist.eu/statalist/archive/2007-11/msg00812.html) noted that  
HLM should have been included.

SPSS is not one of the listed packages.  The WEIGHT command in the  
SPSS MIXED procedure specifies frequency weights, not survey  
weights.  If you use survey weights in the WEIGHT statement, they  
will add to the population size, and  SPSS will think that this is  
your sample size.


-Steven



On Apr 27, 2008, at 10:09 AM, Maarten buis wrote:


> --- Orsetta.CAUSA@oecd.org 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.
>
> -- Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
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