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RE: st: gllamm with pweights


From   "Kanter, Rebecca" <rkanter@jhsph.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: gllamm with pweights
Date   Thu, 16 Jul 2009 15:08:46 -0400

Thanks Steven, these resources are a big help.

I am now trying to apply this method to my 2 level model (L1 = individual L2 = urban or rural part of state they live in; 64 units based on 32 states).

In the method by Chantala et al, if I am interpreting this correctly...the PSU takes on a new meaning here (from the original complex survey design)...

whereby PSU_wtj = 1 / Pr(urstate j selected) --> so if I am including all urban and rural parts of states (i.e. all 64 units that in turn make up the 32 states in a country) then is 1 for every urstate ?

Furthermore, then, if FSU_wt i|j = 1 / Pr(person i selected / urstate j selected) then is FSU_wt i|j = 1 / Pr ( (1 / total number of people in urstate j) / 1) as in their example with schools = j each "student selected from school j will have a sampling weight equal to the number of students within school j represented by that student."?

And in the end the original survey individual pweight is not used?

Thanks so much for all your help,
Rebecca


___________________________________________
Rebecca M. Kanter
PhD Candidate
Johns Hopkins Bloomberg School of Public Health
Department of International Health
Center for Human Nutrition
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of sjsamuels@gmail.com [sjsamuels@gmail.com]
Sent: Thursday, July 16, 2009 12:24 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: gllamm with pweights

--

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

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