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Re: st: GLLAMM and weights

From   Steven Samuels <>
Subject   Re: st: GLLAMM and weights
Date   Sat, 13 Dec 2008 21:52:44 -0500

I haven't tried this in GLLAMM, so I'm not sure what goes wrong when you add the weights. Check that your version of -gllamm- is up-to- date. As requested in the Statalist FAQ, show exactly what you typed and what Stata produced. It is good practice, as others have pointed out, to start with the simplest model possible (e.g. no covariates) and try progressively more complex models (e.g. add treatment) to see where the problem starts. You probably have not rescaled the weights as the GLLAMM manual suggests. See: 4nasug/Chantala.ppt and ml_sampling_weights. These contain links to the Stata program - pwigls- which will scale the weights. Rabe-Hesketh and Skrondal (2006) compute the "Method 1" weights by hand and illustrate an analysis in GLLAMM. Try to replicate their results.


Rabe-Hesketh, S. & Skrondal, A. (2006). Multilevel modelling of complex survey data. Journal of the Royal Statistical Society: Series A (Statistics in Society), 169(4), 805-827.

On Dec 13, 2008, at 2:06 PM, Ariel Linden wrote:

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 person.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.

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