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st: RE: Weights in Multi-Level Models

From   "Eberth, Jan Marie" <>
To   "" <>
Subject   st: RE: Weights in Multi-Level Models
Date   Tue, 2 Nov 2010 09:36:12 -0500


Adam Carle wrote an article about this that was really helpful to me when I starting doing this type of research (see link below).

He doesn't discuss how to incorporate level 2 weights, however. Harvey Goldstein has an electronic book that does provide the formula for calculating level 2 weights from the individual level weight (see link below, skip to section 3.4).

You might try this.

Jan Eberth, MSPH
NCI Predoctoral Fellow
University of Texas School of Public Health

From: [] On Behalf Of James Laurence []
Sent: Monday, November 01, 2010 4:37 PM
Subject: st: Weights in Multi-Level Models

Dear Statalist,

I was wondering if anyone could shed some light on a dilemna I am having. I've had a good search around but haven't found an answer and don't know anyone with any expertise in multi-level modelling.

Basically, I have a data set that includes both a general population core sample and an ethnic booster sample. I also have neighbourhood identifiers in which respondents are clustered. However, the sampling was not done with multi-level modelling in mind.

I want to run a multi-level analysis of neighbourhood effects.

The problem is I need to include weights in these models because of the ethnic booster sample, but as far as I can tell you need two sets of weights to run multi-levels in STATA. One at the individual level and one at the community level. However, my dataset does not contain these.

Is there any way of running a multi-level model with only one set of weights? Would this produce substantially biased results? Do you have to have two sets of weights to run a MLM with weights? Is there a method for calculating level 2 weights?

Any help on this issue would be greatly appreciated.


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