MCMC and weights for a multilevel logistic regression

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tjsduq64
Posts: 31
Joined: Mon Jul 15, 2019 10:04 pm

MCMC and weights for a multilevel logistic regression

Post by tjsduq64 »

Hello,

A document on the website (http://www.bristol.ac.uk/cmm/software/s ... ights.html) called "Weights in MLwiN" by Rebecca Pillinger states that MLwin cannot use weights in an MCMC analysis. This document was written in 2011. Is this still the case?

I need to fit a multilevel logistic regression with weights. Having a binary outcome leads me to use MCMC but MlwiN can't incorporate weights for MCMC. Does this mean that I need to use another software?

Thanks,

Sun
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ChrisCharlton
Posts: 1384
Joined: Mon Oct 19, 2009 10:34 am

Re: MCMC and weights for a multilevel logistic regression

Post by ChrisCharlton »

Yes, this is still true. If you need weights then you would either have to use IGLS or find another package that can run your model.
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