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What Are We Weighting For?

Author

Listed:
  • Gary Solon
  • Steven J. Haider
  • Jeffrey M. Wooldridge

Abstract

When estimating population descriptive statistics, weighting is called for if needed to make the analysis sample representative of the target population. With regard to research directed instead at estimating causal effects, we discuss three distinct weighting motives: (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.

Suggested Citation

  • Gary Solon & Steven J. Haider & Jeffrey M. Wooldridge, 2015. "What Are We Weighting For?," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 301-316.
  • Handle: RePEc:uwp:jhriss:v:50:y:2015:i:2:p:301-316
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    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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