13.17 Sample Weights

• weights are used to correct for sampling bias
• procedure: weighted least squares

Surveys

• weights often provided
• weight by inverse of probability to be included

Aggregated data

• some groups are larger than others
• variation differs with that
• frequency weighting vs. inverse variance weighting: estimate same, standard errors differ
• frequency weighting
• if exactly the same observation, just repeated
• “a collection of independent, completely identical observations”
• procedure: just replicate each observation weight-times - inverse variance weighting
• aggregated data
• each aggregate observation is weighted by number of observations
• other application: meta-analysis