st: Weights in Multi-Level Models

[James Laurence <james.laurence@sjc.ox.ac.uk>]

Dear Statalist,

I was wondering if anyone could shed some light on a dilemna I am having. I've had a good search around but haven't found an answer and don't know anyone with any expertise in multi-level modelling.

Basically, I have a data set that includes both a general population core sample and an ethnic booster sample. I also have neighbourhood identifiers in which respondents are clustered. However, the sampling was not done with multi-level modelling in mind.

I want to run a multi-level analysis of neighbourhood effects.

The problem is I need to include weights in these models because of the ethnic booster sample, but as far as I can tell you need two sets of weights to run multi-levels in STATA. One at the individual level and one at the community level. However, my dataset does not contain these.

Is there any way of running a multi-level model with only one set of weights? Would this produce substantially biased results? Do you have to have two sets of weights to run a MLM with weights? Is there a method for calculating level 2 weights?

Any help on this issue would be greatly appreciated.

Best,

James
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