Thank you all for your feedback. I have one additional question re:
this topic.
I have created my propensity score weights using logistic
regression. The variable name is psb. However, when I add pweight
(psb) to my model, it does not read the probability weights. How do
I create these so that gllamm will use my weights?
Are you getting an error message, or do you get the same results both
with and without weights, or what? It isn't clear what the problem
is. Above you have a space -- pweight (psb) -- if that is what you
actually typed you may need to delete the space. The help for gllamm
provides some additional details about how to use pweights -- it
sounds like gllamm makes you do a bit more work than most Stata commands.