Date:         Tue, 28 Feb 2006 14:41:52 -0500
Reply-To:     Ban Cheah <BanCheah@WESTAT.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Ban Cheah <BanCheah@WESTAT.COM>
Subject:      Multilevel weights in PROC MIXED

There is a claim that PROC MIXED does not handle weighting correctly in
multilevel models:
Using TIMSS to Analyze Correlates of Performance Variation in Mathematics
available at:
http://nces.ed.gov/pubs2001/200105.pdf
(See Appendix D in particular for a comparison of results using their
estimator and the PROC MIXED estimates.)

In the paper, the authors claim that PROC MIXED produces biased estimates
of the fixed effects. They then go on to use a correction attributed to
Pfeffermann et. al
Pfeffermann, D., Skinner, C. J., Holmes D. J,and H. Goldstein, Rasbash,
J., (1998). Weighting for Unequal Selection Probabilities in Multilevel
Models. JRSS, Series B, 60, 123-40.

There is also some discussion about this on:
http://www.cpc.unc.edu/restools/data_analysis/ml_sampling_weights

This seems to be the usual argument that ordinary statistical procedures
are not suitable for survey data and possibly a need for a SURVEYMIXED
procedure. However, survey procedures and non-survey procedures produce
unbiased estimates for fixed effects (just the standard errors are at
issue). Here, the claim is that PROC MIXED produces biased estimates with
sampling weights. Any thoughts or any other evaluations using own data?