I have two different data sets (men and women) which were collected different settings. Each data has its own sampling weight. I attempted to merge two data sets to test the moderating effect of gender, which could be created by merging data. But due to complexity of sampling weights, it does not seem to be feasible to merge data sets. A statistician suggested me to try multi-group analysis to test the moderating effect of gender.
Here are my questions. 1) Does multi-group approach allow to use two different data sets? 2) Do you think it is possible to apply sampling weights for each data separately when attempting multi-group analysis?
As I understand it, you have two data sets and each has a sampling weight. If you put them together with males first and females second, for example, the column with the weight variable will contain the weight for males first and females after that. Use that single variable with the WEIGHT option.