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st: Using xtgee with multiple weights per ID

From   "Ariel Linden, DrPH" <>
To   <>
Subject   st: Using xtgee with multiple weights per ID
Date   Wed, 26 Nov 2008 12:02:01 -0800

Hi All,


I am trying to run a weighted xtgee using different weights per each
person/period. This model is based on the work of Hernan et al., (estimating
the causal effect of zidovudine on CD4 count with a marginal structural
model for repeated measures, stats in med 2002). Conceptually each
person/period will have a weight based on the propensity of getting the
treatment at that office visit, conditional on time varying covariates from
past visits.


However, when I run the xtgee using the weights, I get an error message
stating "weight must be constant within ID".  In addition, the model is
tossing out the interaction variable for "change: treatment * time because
of colinearity. This doesn't get tossed out when I use an unweighted model.


Any help would be appreciated!






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