Re: st: Using xtgee with multiple weights per ID

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Re: st: Using xtgee with multiple weights per ID

Steven Samuels-2
-xtgee- is obviously the wrong tool.  Try -gllamm-.  Time points will  
be "level 1" units and you can specify -pweights- for them.


On Nov 26, 2008, at 3:02 PM, Ariel Linden, DrPH wrote:

> I am trying to run a weighted xtgee using different weights per each
> person/period. This model is based on the work of Hernan et al.,  
> (estimating
> the causal effect of zidovudine on CD4 count with a marginal  
> structural
> model for repeated measures, stats in med 2002). Conceptually each
> person/period will have a weight based on the propensity of getting  
> the
> treatment at that office visit, conditional on time varying  
> covariates from
> past visits.
> However, when I run the xtgee using the weights, I get an error  
> message
> stating "weight must be constant within ID".  In addition, the  
> model is
> tossing out the interaction variable for "change: treatment * time  
> because
> of colinearity. This doesn't get tossed out when I use an  
> unweighted model.
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