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Re: st: mixed multilevels models with weights

From   Maarten buis <>
Subject   Re: st: mixed multilevels models with weights
Date   Sun, 27 Apr 2008 15:09:26 +0100 (BST)

--- 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

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