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sjsamuels@gmail.com |

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statalist@hsphsun2.harvard.edu |

Subject |
Re: st: gllamm with pweights |

Date |
Thu, 16 Jul 2009 13:24:10 -0400 |

-- Also, see: http://www.stata.com/meeting/4nasug/Chantala.ppt and http://www.cpc.unc.edu/restools/data_analysis/ml_sampling_weights. These contain links to the Stata program -pwigls- which will scale the weights. Rabe-Hesketh and Skrondal (2006), the second citation that Stas listed, compute the "Method 1" weights by hand and illustrate an analysis in GLLAMM. 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 Thu, Jul 16, 2009 at 12:28 PM, Stas Kolenikov<skolenik@gmail.com> wrote: > Oh, I see. With 64 second level units, you are in a much better shape. > I would probably have an urban/rural dummy as an explanatory variables > for those second levels with -feq- option. > > If you sum up the weights, you are using the weights twice. And that's > hardly a great idea: you are overcompensating for unequal > probabilities of selection, if there were any. Were these > states/ruran/urban areas selected via a sampling procedure? Or what > you have is a complete list? In the latter case, you surely would need > to specify unit weights at the second level. > > On the issue of weights in multilevel models, see: > http://www.citeulike.org/user/ctacmo/article/711637, > http://www.citeulike.org/user/ctacmo/article/850244, > http://www.citeulike.org/user/ctacmo/article/3158754. There's probably > more by now, but I am not tracking this literature very closely. > > On Thu, Jul 16, 2009 at 11:18 AM, Kanter, Rebecca<rkanter@jhsph.edu> wrote: >> Hi Stan and statalist, >> >> Regarding my second level it is more than 2 values...as there are 32 states in the country...that makes 64 values (or areas/clusters that i illustrate via one variable called urstate...e.g. if urstate=1 it is the urban area of the 1st state and if urstate=33 it is the rural area of the 1st state and so on) if one divides each state into its urban and rural areas, respectively. Each one I want to take its own intercept and slopes etc to better account and visualize the urban and rural differences in the country.... >> >> Thus, is it better to sum the individual weights per urstate (1-64) or let all weights for this second level equal one and keep my individual pweights as is for the individual level (level 1)? >> ________________ >> From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] >> On Wed, Jul 15, 2009 at 5:37 PM, Kanter, Rebecca<rkanter@jhsph.edu> wrote: >>> Hi, >>> >>> I am running 2 level multi-level models using gllamm. Level one is individuals and Level two is either the urban or rural part of the country's state (i.e. urstate). >>> >>> I would like to use the survey pweights I have...I only have pweights for the individual level (adul_sr), but it seems that you need pweights for all levels specified in gllamm (?) so this is what I did to create pweights for urstate based on these weights: >>> >>> collapse (sum) sadul_sr=adul_sr , by(urstate) >>> >>> then I merged them to the rest of my dataset >>> >>> and made this weight for the gllamm: >>> >>> *MLM-level pweights >>> generate pwadulsr1=adul_sr >>> *urstate summed adul_sr >>> generate pwadulsr2=sadul_sr >>> >>> Then ran the most basic random-intercept only (around urstate) in gllamm and get the follow error below and am assuming it is a pweight problem but I do not know where the problem is coming from so if anyone has insight that would be much appreciated. Thanks so much! >>> >>> (note: diettag==1 & exwt==1 is the subpopulation i want to look at for this series of models) >>> >>> gllamm bmi2 if diettag==1 & exwt==1, i(urstate) pweight(pwadulsr) adapt nip(15) >>> >>> Running adaptive quadrature >>> >>> Convergence not achieved: try with more quadrature points >>> >>> >> Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA 845-246-0774 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: gllamm with pweights***From:*"Kanter, Rebecca" <rkanter@jhsph.edu>

**References**:**st: gllamm with pweights***From:*"Kanter, Rebecca" <rkanter@jhsph.edu>

**Re: st: gllamm with pweights***From:*Stas Kolenikov <skolenik@gmail.com>

**RE: st: gllamm with pweights***From:*"Kanter, Rebecca" <rkanter@jhsph.edu>

**Re: st: gllamm with pweights***From:*Stas Kolenikov <skolenik@gmail.com>

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