Posted by
Melissa Ives on
Jul 09, 2012; 1:33pm
URL: http://spssx-discussion.165.s1.nabble.com/How-to-use-weighed-data-for-a-generalized-linear-model-GzLM-analysis-tp5714060p5714082.html
Hector, can you say a bit more about #4--using complex samples facility? We have version 20 and frequently compare a small group to a propensity weighted and proportionally weighted--so the larger group is weighted to be like the smaller group in terms of the propensity items and in terms of N size. However it is impossible to compare the weighted groups using GLM due to the issue you mention in #3 below - weights are rounded first--resulting in either 0 or 1 values (since the weights we use range from 0-1.
Thanks,
Melissa
-----Original Message-----
From: SPSSX(r) Discussion [mailto:
[hidden email]] On Behalf Of Hector Maletta
Sent: Friday, July 06, 2012 9:54 PM
To:
[hidden email]
Subject: Re: [SPSSX-L] How to use weighed data for a generalized linear model (GzLM) analysis?
There are several different questions or problems involved here.
1. Are weights appropriate for estimating generalized linear models? Some think they are not. I'm undecided on that. With a simple random sample I'd say OK, do not apply any weights; with the usual case of disproportionate
(random) sampling using stratification and (worse still) clustering, I am not sure.
2. If you use inflationary or frequency weights, SPSS would think your sample size is the weighted sample size, which is larger than your actual sample size, thus underestimating the standard error of your estimates.
3. If you use just proportional weighting, such that the weighted sample size equals the unweighted sample size, which is an approximate solution (solving for disproportionate sampling but not for clustering) you'd still have a problem with SPSS generalized linear models (apart from the problem for computing standard errors if your sample involves clustering). The problem you'll have with SPSS is that Generalized linear models in SPSS have the nasty habit of rounding the weights BEFORE using them (unlike other procedures that apply rounding to the final result, i.e. the weighted frequencies, not to each particular case weight). Proportional weights mean that some weights are greater than 1 and others are lower than 1, with an overall mean weight of 1 (because the weights do not alter sample size).
Thus any weight below 0.5 will be rounded to zero (causing you to "lose"
cases), weights between 0.5 and 1.5 will all be rounded to 1, those from 1.5 to 2.5 will be rounded to 2, and so on, thus defeating a large part of the purpose of weighting.
4. You may think of an apparently clever solution: not using weights at all, and applying instead the SPSS Complex Samples facility on an unweighted dataset in order to compute standard errors. But in that case you'll have another problem: up to the current version (v.20) SPSS Complex Samples does not cover Generalized Linear Models or Mixed Models.
So you're in a fix, I guess. Sorry for not being more helpful.
Hector
-----Mensaje original-----
De: SPSSX(r) Discussion [mailto:
[hidden email]] En nombre de Poes, Matthew Joseph Enviado el: Friday, July 06, 2012 17:45
Para:
[hidden email]
Asunto: Re: How to use weighed data for a generalized linear model (GzLM) analysis?
I have not personally done this, but from what I have recently been told by one of the IBM techs that frequents this forum, if you use the weight variables for the scale weight, and the stratification variables for the offset variable, this should effectively allow the use of weighted data.
Matthew J Poes
Research Data Specialist
Center for Prevention Research and Development University of Illinois 510 Devonshire Dr.
Champaign, IL 61820
Phone: 217-265-4576
email:
[hidden email]
-----Original Message-----
From: SPSSX(r) Discussion [mailto:
[hidden email]] On Behalf Of Sylvia
Sent: Friday, July 06, 2012 3:42 PM
To:
[hidden email]
Subject: How to use weighed data for a generalized linear model (GzLM) analysis?
I am working with a data set that uses geographically stratified sample design and therefore needs to use weighted data to generate accurate standard errors.
I was wondering if any of you have used weighed data for a generalized linear model in SPSS and could help me with the know-hows.
Thanks a ton!
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