An Oldie But Goodie: What Are We Weighting For?

I have recently been struggling with deciding how to use weights in a new project. Sometimes this is straightforward (when using IPUMS data for the 1% sample, use the variable perwt). Sometimes, however, data sets come with multiple weights or you might have to create your own. Weights usually matter for when creating tables of descriptive statistics, but often they do not matter when running regressions. Of course, whether we should use weights should depend on how those weights were created. But before spending too much time reading your data's codebook, it is useful to think about why anyone would want to use weights--ever. For insights, have a look at this summary of the paper, "What are we weighting for?" written by Gary Salon, Steven Haider, and Jeffrey Wooldridge.