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