What Are We Weighting For?
AbstractThe purpose of this paper is to help empirical economists think through when and how to weight the data used in estimation. We start by distinguishing two purposes of estimation: to estimate population descriptive statistics and to estimate causal effects. In the former type of research, weighting is called for when it is needed to make the analysis sample representative of the target population. In the latter type, the weighting issue is more nuanced. We discuss three distinct potential motives for weighting when estimating causal effects: (1) to achieve precise estimates by correcting for heteroskedasticity, (2) to achieve consistent estimates by correcting for endogenous sampling, and (3) to identify average partial effects in the presence of unmodeled heterogeneity of effects. In each case, we find that the motive sometimes does not apply in situations where practitioners often assume it does. We recommend diagnostics for assessing the advisability of weighting, and we suggest methods for appropriate inference.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoPaper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 18859.
Date of creation: Feb 2013
Date of revision:
Note: CH DEV ED HC HE LS PE TWP
Contact details of provider:
Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.
Web page: http://www.nber.org
More information through EDIRC
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
This paper has been announced in the following NEP Reports:
You can help add them by filling out this form.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:CitEc Project, subscribe to its RSS feed for this item.
- Arnaud Chevalier & Olivier Marie, 2013.
"Economic Uncertainty, Parental Selection, and the Criminal Activity of the 'Children of the Wall',"
CESifo Working Paper Series
4462, CESifo Group Munich.
- Chevalier A. & Marie O. & Marie O., 2013. "Economic uncertainty, parental selection, and the criminal activity of the 'children of the wall'," ROA Research Memorandum 020, Maastricht University, Research Centre for Education and the Labour Market (ROA).
- Arnaud Chevalier & Olivier Marie, 2014. "Economic Uncertainty, Parental Selection, and the Criminal Activity of the 'Children of the Wall'," CEP Discussion Papers dp1256, Centre for Economic Performance, LSE.
- Chevalier, Arnaud & Marie, Olivier, 2013. "Economic Uncertainty, Parental Selection, and the Criminal Activity of the 'Children of the Wall'," IZA Discussion Papers 7712, Institute for the Study of Labor (IZA).
- Chevalier A. & Marie O. & Marie O., 2013. "Economic uncertainty, parental selection, and the criminal activity of the ‘children of the wall’," Research Memorandum 066, Maastricht University, Graduate School of Business and Economics (GSBE).
- Ehrmann, Michael & Ziegelmeyer, Michael, 2014.
"Household risk management and actual mortgage choice in the euro area,"
Working Paper Series
1631, European Central Bank.
- Michael Ehrmann & Michael Ziegelmeyer, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," BCL working papers 84, Central Bank of Luxembourg.
- Price, Gregory N., 2013. "The allometry of metabolism and stature: Worker fatigue and height in the Tanzanian labor market," Economics & Human Biology, Elsevier, vol. 11(4), pages 515-521.
- Arnaud Chevalier & Olivier Marie, 2013. "Economic Uncertainty, Parental Selection, and the Criminal Activity of the "Children of the Wall"," SOEPpapers on Multidisciplinary Panel Data Research 605, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Qing Li & Arthur Sweetman, 2013.
"The Quality of Immigrant Source Country Educational Outcomes: Do they Matter in the Receiving Country?,"
CReAM Discussion Paper Series
1332, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
- Li, Qing & Sweetman, Arthur, 2014. "The quality of immigrant source country educational outcomes: Do they matter in the receiving country?," Labour Economics, Elsevier, vol. 26(C), pages 81-93.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.