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st: GLLAMM and weights

From   Ariel Linden <>
Subject   st: GLLAMM and weights
Date   Sat, 13 Dec 2008 11:06:15 -0800

I posted a question a couple weeks ago about using multiple weights per
person/period data (that is, using a different weight per person for each
period). The problem was that xtgee will not accept different weights per


One suggestion that was provided was to use GLLAMM. I tried that and the
multiple weights were indeed accepted by the model. However, another issue
presented itself.


I am using 3 variables for the fixed effects; wave, treatment (dummy 1/0),
and wave * treatment (for growth). Unfortunately, the model drops both the
wave and wave * tx variables.


This does not happen when I run an unweighted model, nor when I run this
using regress or glm. Of course, I need both those variables in the model.


Again, I would appreciate any help I can get!









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