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Re: st: mixed multilevels models with weights

From   "Stas Kolenikov" <>
Subject   Re: st: mixed multilevels models with weights
Date   Sun, 27 Apr 2008 10:05:00 -0500

Check out Kim Chantala's paper -- she compares several packages,
although it was a few years back. See

Stata's set of multilevel tools is not exhausted by -xtm*- commands. I
am surprised you have not found out about -gllamm- that does support
weights. See also the paper by -gllamm- authors where they use PISA

On Sun, Apr 27, 2008 at 9:09 AM, Maarten buis <> wrote:
> --- 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.

Stas Kolenikov, also found at

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