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Re: st: svy commands & weights with xtmixed


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st: svy commands & weights with xtmixed
Date   Mon, 18 Dec 2006 14:34:06 -0500

On Dec 17, 2006, at 7:26 PM, Sarah Gill wrote:


I have found that 1) The svy function that I have used for regression analyses in the past with cross-sectional datasets does not appear to support any of the newer xt functions, and 2) xtmixed does not appear to support weights.

Sarah is right and I was wrong in my original response: xtmixed and some other xt commands do NOT support weights. I apologize.

Therefore I've revised my response to her question.



Has anyone come across a way to successfully analyse stratified data and/or use pweights with xtmixed?

I don't know a way. However I believe that gllamm could produce something like a design-based solution. It supports pweights and a cluster option for a variable that does not appear in the model. You can allow strata to have different standard deviations, by specifying that variances differ between categories that need not appear as fixed effects (Section 1.1.1 of the GLLAMM manual). Whether the program will estimate all of the stratum variances is another question.

Steve



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