Understanding Society User Support

I have forgotten to add one more question:

Dear Support Team,

Thank you for your comprehensive guidance on the website and in this forum.
I’m currently trying to better understand your guidance on multi-level modelling (https://www.understandingsociety.ac.uk/documentation/mainstage/user-guides/main-survey-user-guide/analysis-guidance-for-weights-when-fitting-multilevel-models/). I’ve also reviewed previous responses https://iserredex.essex.ac.uk/support/issues/1890 and https://iserredex.essex.ac.uk/support/issues/1572, but I’m still finding some aspects unclear:

• In the guidance (example with PSU = level 1, household = level 2, and individual = level 3), the design weight psnenus_xd appears to be applied at the household level, although it is labelled as level 1. In other responses, it seems to be associated with the PSU level. Could you clarify this?
• The derived level 2 weight seems to correspond to the unconditional individual-level weight, yet it is labelled as level 2 rather than level 3. Am I misunderstanding what it done here?
• Can I follow this guidance when using both BHPS and UKHLS data? It seems that the weights are composed differently.
• How would this guidance apply in a longitudinal context (PSU, individual, wave), particularly given that UKHLS already provides longitudinal weights?
• I realise this may not be for this forum, but does the pwscale() option not apply in some models? When trying this with a longitudinal model in Stata, I got an error saying this was not allowed.

Many thanks and best wishes,
Verena

Dear Support Team,

Many thanks for the clarification. Could I also follow up on the other points?

• In the guidance, the design weight psnenus_xd appears to be applied at the household level. In other responses (e.g., here: https://iserredex.essex.ac.uk/support/issues/1890), it seems to be associated with the PSU level. Could you clarify this?
• Can I follow this guidance when using both BHPS and UKHLS data? It seems that the weights are composed differently for BHPS.
• How would this guidance apply in a longitudinal context (PSU, individual, wave), particularly given that UKHLS already provides longitudinal weights? Would it suffice to use the longitudinal weight at level 2 and include cluster-robust standard errors for PSU?
• I realise this may not be for this forum, but does the pwscale() option not apply in some models? When trying this with a longitudinal model in Stata, I got an error saying this was not allowed.

Many thanks and best wishes,
Verena

Hello Verena,

Please find below the response to questions 3 and 4. I will send the remaining information as soon as I have it.

Bullet point 3:
Although the multilevel models are similar, the situation for longitudinal analysis is different because the weights and levels do not align. The individual (longitudinal) weight is the level 2 weight whereas the lowest level (in this case wave) needs no weight.

As already was mentioned, this guidance only works for two-level because there hasn’t been any methodological work on the more general case (that we’re aware of) since the papers we reference.
Hence, for the highest level, it comes down to the choice between whether to account for the household or the PSU when it comes to standard error estimation; I’d expect that the household would have the bigger impact because the intra-class correlation is going to be larger than for PSUs, so would advise that – but neither will be a feature of the model, just an adjustment for non-i.i.d./simple random sampling.

Bullet point 4:
The pwscale option only works for the simple two-level situations we have described because it is peculiar to the multilevel weighting methods implemented in Mixed. Mixed incorporates scaling of the weights for these cases (the manual explains how https://www.stata.com/manuals13/me.pdf) but the Mixed function allows more complex models than that - so pwscale() won’t work for those (and, we surmise, you fitted a more complex model when you got the warning message).

I hope this information is helpful.

Best wishes,
Understanding Society User Support Team