Re: st: GLLAMM and weights

[Steven Samuels <sjhsamuels@earthlink.net>]

I haven't tried this in GLLAMM, so I'm not sure what goes wrong when  
you add the weights. Check that your version of -gllamm- is up-to- 
date.  As requested in the Statalist FAQ, show exactly what you typed  
and what Stata produced. It is good practice, as others have pointed  
out, to start with the simplest model possible (e.g. no covariates)  
and try progressively more complex models (e.g. add treatment) to see  
where the problem starts.  You probably have not rescaled the weights  
as the GLLAMM manual suggests.  See: http://www.stata.com/meeting/ 
4nasug/Chantala.ppt and http://www.cpc.unc.edu/restools/data_analysis/ 
ml_sampling_weights. These contain links to the Stata program - 
pwigls- which will scale the weights.  Rabe-Hesketh and Skrondal  
(2006) compute the  "Method 1" weights by hand and illustrate an  
analysis in GLLAMM. Try to replicate their results.

-Steve

Rabe-Hesketh, S. & Skrondal, A. (2006). Multilevel modelling of  
complex survey data. Journal of the Royal Statistical Society: Series  
A (Statistics in Society), 169(4), 805-827.

On Dec 13, 2008, at 2:06 PM, Ariel Linden wrote:

> I posted a question a couple weeks ago about using multiple weights  
> per
> person/period data (that is, using a different weight per person  
> for each
> period). The problem was that xtgee will not accept different  
> weights per
> person.One suggestion that was provided was to use GLLAMM. I tried  
> that and the
> multiple weights were indeed accepted by the model. However,  
> another issue
> presented itself. I am using 3 variables for the fixed effects;  
> wave, treatment (dummy 1/0),
> and wave * treatment (for growth). Unfortunately, the model drops  
> both the
> wave and wave * tx variables. This does not happen when I run an  
> unweighted model, nor when I run this
> using regress or glm. Of course, I need both those variables in the  
> model.


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