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st: mixed multilevels models with weights


From   <Orsetta.CAUSA@oecd.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: mixed multilevels models with weights
Date   Sun, 27 Apr 2008 12:57:52 +0200

Hi

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.


Many thanks

orsettta


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