I would like to use effective weights (that sum to the effective sample size) in my growth mixture model. However, the only weighting option seems to be WEIGHT= (which rescales my weights to relative weights). I also thought about using the CLUSTER option, but this doesn't work for TYPE=MIXTURE.
Is there a way to incorporate effective weights into a GMM?
Thank you for the prompt reply. If I could ask two follow up questions...
(1) I am not clear on why the MLR estimator doesn't care about the scale of the weights. Can you briefly explain, or point me in the right direction? (2) What does the cluster option do in terms of the model equation? Does it include the cluster variable as a covariate in the model?
Detailed information on the pseudo maximum likelihood estimator (MLR) is available in http://statmodel.com/download/webnotes/mplusnote72.pdf Formula (2) in that article shows how the scale of the weights cancels out. The cluster option accounts of similarities in the observations obtained from the same cluster. Generally speaking it adjusts the standard errors upwards.