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st: multiple weights per person in GEE?


From   "Ariel Linden" <ariel.linden@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: multiple weights per person in GEE?
Date   Fri, 17 Jul 2009 09:40:11 -0700

This is a question more directed at the Stata folks than to the listserve
per se.

Is there a reason why xtgee does not allow different weights/person/wave? It
gives an error message stating "weight must be constant within personnumber"

While I hate to invoke the phrase, "but SAS does it", I am forced to. There
is a growing body of literature in which the propensity score weighting
method is applied to longitudinal data. Thus, by it's very nature, weights
will differ within individuals over each wave.

I recogize GLLAMM as an option, but it is not very user friendly and
inordinately slower than other models within this family.

Consider this a plea for improvement.:-)

Thanks

Ariel
 

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