The sensitivity of parameter estimates of event history models to alternative methods of correcting for panel attrition is not well understood. This paper will investigate the issue of weighting for panel attrition in event history models by comparing alternative treatments of sampling weights in marriage and divorce models for members of the 1986 Survey of Income and Program Participation (SIPP). Three distinct weighting procedures will be compared. These procedures are based, respectively, on 1) the initial selection probability weights; 2) the 1986 SIPP Panel Weights; and 3) the monthly attrition-adjusted weights. Use of these later weights will require the development of maximum likelihood algorithms for discrete time event history models which can employ time-varying weights. Finally, the weighted estimates will be compared with the estimates of a structural model in which attrition is treated as an error-correlated competing alternative to marriage or divorce. Although it is impossible to identify a "best" procedure without accurate external data, significant differences in the estimates for the various procedures are indicative of significant attrition related problems in event history models. None of the weighting adjustments are found to have any appreciable effect on the parameter estimates of the divorce hazard model examined. The reason is that all of the weighting procedures are based on the assumption of independent censoring. The competing hazards structural model relaxes this assumption and finds evidence of significant correlated unmeasured heterogeneity. Once corrections for this are made, the net divorce hazards are seen to increase by more than one-half. This suggests that in many instances divorces in the SIPP end up being recorded as attrition.