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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: GLLAMM using weights |

Date |
Mon, 2 Nov 2009 15:17:46 -0500 |

For -gllamm-, you actually provide the prefix rather than the full name with the -weight- option. Hence, you should have as many weight variables as you have levels (if your lowest level is the actual response, rather than a variable in a latent variable system with many dependent variables). Ideally, you should have the weights for all the levels, but if you don't (most likely), define the level 1 weights as the sampling weights from CPS, and all other weights, as 1: gen wgt1 = <name of CPS weight variable> gen wgt2 = 1 ... gllamm ... , ... weight( wgt ) For some models, it is the relative ratios of the weights that matters. Some refs: http://www.citeulike.org/user/ctacmo/article/850244, http://www.citeulike.org/user/ctacmo/article/711637, https://www.amstat.org/sections/srms/Proceedings/y2006/Files/JSM2006-000347.pdf On 11/2/09, Doug Hess <douglasrhess@gmail.com> wrote: > I wish to use the weights provided in the Current Population Survey's > supplements to analyze binary responses by individuals (and sometimes > by households); I wish to use -gllamm- because the units are clustered > in states and I wish to test the impact of policies that vary by > states. However if I use the -weight(VAR)- command following the > -gllamm- commands, it says the weight variables cannot be found. > > I guess I am naively using the -weight- command and the weight > variables just as I would if the command was -iweight- when analyzing > the data in -logit- without the clustering. Is this the wrong way to > think of this? Any solutions? (The CPS weights are ten digits long > including four decimal places). > > Thanks for any leads. > > > Doug Hess > PhD Candidate, Public Policy > George Washington University > * > * 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/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/

**References**:**st: GLLAMM using weights***From:*Doug Hess <douglasrhess@gmail.com>

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