Why We Should Put Some Weight on Weights.
Weighting is one of the major components in survey sampling. For a given sample survey, to each unit of the selected sample is attached a weight that is used to obtain estimates of population parameters of interest (e.g., means or totals). The weighting process usually involves three steps: (i) obtain the design weights, which account for sample selection; (ii) adjust these weights to compensate for nonresponse; (iii) adjust the weights so that the estimates coincide to some known totals of the population, which is called calibration. Unfortunately, weighting is often considered as a process restricted to survey sampling and for …