Multilevel multinomial logistic model with survey weights
Posted: Sat Nov 07, 2020 5:26 pm
Hello,
I am running a two-level (multilevel) multinomial (3 categories for the response) logistic regression model using runmlwin in STATA. I tried the models for both second order penalised quasi-likelihood linearization and MCMC which ran correctly without the survey weights as below:
quietly runmlwin outcome cons female, ///
level2(v001x: cons) ///
level1(caseid_1:) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) ///
basecategory(0)) ///
nopause rrr
/*Second order penalised quasi-likelihood linearization */
runmlwin outcome cons female, ///
level2(v001x: cons) ///
level1(caseid_1:) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) pql2 ///
basecategory(0)) ///
initsprevious nopause rrr
/* MCMC */
runmlwin outcome cons female, ///
level2(v001x: cons) ///
level1(caseid_1:) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) ///
basecategory(0)) ///
mcmc(burnin(1000) chain(20000) thinning(2) orthogonal) initsprevious nopause rrr
The challenge: I wish to incorporate survey weights into the Second order penalised quasi-likelihood linearization since this is not possible for MCMC but I got an error saying "Weights are only valid for univariate models estimated using (R)IGLS" after running the code below:
/*Second order penalised quasi-likelihood linearization with survey weight (wt_w=level 2 weights and wt_c=level 1 weights*/
runmlwin outcome cons female, ///
level2(v001x: cons,weightvar(wt_w)) ///
level1(caseid_1:,weightvar(wt_c)) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) pql2 ///
basecategory(0)) ///
initsprevious nopause rrr
I am using STATA 14.2 and MLwiN v3.05.
Any help will be highly appreciated.
I am running a two-level (multilevel) multinomial (3 categories for the response) logistic regression model using runmlwin in STATA. I tried the models for both second order penalised quasi-likelihood linearization and MCMC which ran correctly without the survey weights as below:
quietly runmlwin outcome cons female, ///
level2(v001x: cons) ///
level1(caseid_1:) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) ///
basecategory(0)) ///
nopause rrr
/*Second order penalised quasi-likelihood linearization */
runmlwin outcome cons female, ///
level2(v001x: cons) ///
level1(caseid_1:) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) pql2 ///
basecategory(0)) ///
initsprevious nopause rrr
/* MCMC */
runmlwin outcome cons female, ///
level2(v001x: cons) ///
level1(caseid_1:) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) ///
basecategory(0)) ///
mcmc(burnin(1000) chain(20000) thinning(2) orthogonal) initsprevious nopause rrr
The challenge: I wish to incorporate survey weights into the Second order penalised quasi-likelihood linearization since this is not possible for MCMC but I got an error saying "Weights are only valid for univariate models estimated using (R)IGLS" after running the code below:
/*Second order penalised quasi-likelihood linearization with survey weight (wt_w=level 2 weights and wt_c=level 1 weights*/
runmlwin outcome cons female, ///
level2(v001x: cons,weightvar(wt_w)) ///
level1(caseid_1:,weightvar(wt_c)) ///
discrete(distribution(multinomial) link(mlogit) denominator(cons) pql2 ///
basecategory(0)) ///
initsprevious nopause rrr
I am using STATA 14.2 and MLwiN v3.05.
Any help will be highly appreciated.