Weights in longitudinal GMM PreviousNext
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 patrick sturgis posted on Wednesday, October 03, 2018 - 6:09 am
Hello

we are fitting a Growth Mixture model to a 4 wave panel survey which has a combined design and attrition weight. Is it possible to include this weight in the estimation?

thanks,

Patrick
 Tihomir Asparouhov posted on Wednesday, October 03, 2018 - 4:53 pm
We do not recommend that you use these weights. Instead use the maximum likelihood ability to deal with the missing values. If all observations are present at wave 1 and sampling weight is available for that wave we recommend that you use that weight variable. Weights for the later waves should be ignored. They are designed for univariate analysis and not for growth modeling.
 patrick sturgis posted on Thursday, October 04, 2018 - 12:00 am
thank you Tihomir

Can I just check, is it not possible to specify a design weight (i.e. which adjusts for different selection probabilities in the sample design) in a GMM, or that you do not recommend applying it?

thanks,

Patrick
 Tihomir Asparouhov posted on Thursday, October 04, 2018 - 8:20 am
The selection probability for a longitudinal model is done at the time of selection (wave 1). Wave 2 etc weights typically are computed to account for missing data and are no longer the inverse of the selection probabilities. We recommend that you use FIML based principles to account for the missing data rather than weights.
 patrick sturgis posted on Thursday, October 04, 2018 - 10:30 am
Thanks again

I understand what the weights are for, my question is whether it is possible to specify a design weight in a GMM. To simplify things, let's assume there is 100% response at each wave but that the sample was drawn such that there are 2 strata and the sampling fraction within each stratum was disproportionate, i.e. units within stratum 1 are over-sampled. Now, if we want to make inference to the target population, we must apply a design weight to correct for the disproportionate stratification. Is it possible to do this?

thanks,

Patrick
 Tihomir Asparouhov posted on Thursday, October 04, 2018 - 11:16 am
Yes - such a weight though as you describe it should be time invariant. Use weight= option to specify that weight.
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