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The use of survey weights in regression analysis


  • Ivan Faiella

    () (Bank of Italy)


While there is a wide consensus in using survey weights when estimating population parameters, it is not clear what to do when using survey data for analytic purposes (i.e. with the objective of making inference about model parameters). In the model-based framework (MB), under the hypothesis that the underlying model is correctly specified, using survey weights in regression analysis potentially involves a loss of efficiency. In a design-based perspective (DB), weighted estimates are both design consistent and can provide robustness to model mis-specification. In this paper, I suggest that the choice of using survey weights can be seen in a regression diagnostic set. The survey data analyst should check if the design information included in survey weights has some explanatory power in describing the model outcome. To accomplish this task a set of econometric tests is suggested, that could be supplemented by the analysis of model features under the two strategies.

Suggested Citation

  • Ivan Faiella, 2010. "The use of survey weights in regression analysis," Temi di discussione (Economic working papers) 739, Bank of Italy, Economic Research and International Relations Area.
  • Handle: RePEc:bdi:wptemi:td_739_10

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    References listed on IDEAS

    1. Giuseppe Bruno & Leandro D'Aurizio & Raffaele Tartaglia Polcini, 2008. "Remote processing of firm microdata at the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers) 36, Bank of Italy, Economic Research and International Relations Area.
    2. Ivan Faiella & Romina Gambacorta, 2007. "The Weighting Process in the SHIW," Temi di discussione (Economic working papers) 636, Bank of Italy, Economic Research and International Relations Area.
    3. Cameron,A. Colin & Trivedi,Pravin K., 2008. "Microeconometrics," Cambridge Books, Cambridge University Press, number 9787111235767, March.
    4. repec:mpr:mprres:4937 is not listed on IDEAS
    5. Ivan Faiella, 2008. "Accounting for sampling design in the SHIW," Temi di discussione (Economic working papers) 662, Bank of Italy, Economic Research and International Relations Area.
    6. Magee, L. & Robb, A. L. & Burbidge, J. B., 1998. "On the use of sampling weights when estimating regression models with survey data," Journal of Econometrics, Elsevier, vol. 84(2), pages 251-271, June.
    7. Giuseppe De Luca & Franco Peracchi, 2007. "A sample selection model for unit and item nonresponse in cross-sectional surveys," CEIS Research Paper 95, Tor Vergata University, CEIS.
    8. Jan F. Kiviet, 1986. "On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships," Review of Economic Studies, Oxford University Press, vol. 53(2), pages 241-261.
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    Cited by:

    1. Miguel Ampudia & Michael Ehrmann, 2016. "Financial Inclusion—What’s it Worth?," Staff Working Papers 16-30, Bank of Canada.
    2. Leandro D’Aurizio & Giuseppina Papadia, 2016. "Using external sources to understand sample survey bias: the case of the Invind survey," Questioni di Economia e Finanza (Occasional Papers) 329, Bank of Italy, Economic Research and International Relations Area.
    3. Mathä, Thomas Y. & Porpiglia, Alessandro & Ziegelmeyer, Michael, 2017. "Household wealth in the euro area: The importance of intergenerational transfers, homeownership and house price dynamics," Journal of Housing Economics, Elsevier, vol. 35(C), pages 1-12.
    4. Fazio, Giorgio & Lavecchia, Luciano, 2012. "Social capital formation across space: proximity and trust in European regions," SIRE Discussion Papers 2012-30, Scottish Institute for Research in Economics (SIRE).
    5. L. Arrondel & M. Roger & F. Savignac, 2014. "Wealth and Income in the Euro Area: Heterogeneity in Households’ Behaviours?," Working papers 497, Banque de France.
    6. Ehrmann, Michael & Ziegelmeyer, Michael, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," MEA discussion paper series 201406, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    7. Ampudia, Miguel & Ehrmann, Michael, 2017. "Macroeconomic experiences and risk taking of euro area households," European Economic Review, Elsevier, vol. 91(C), pages 146-156.
    8. repec:nbp:nbpbik:v:48:y:2017:i:3:p:295-326 is not listed on IDEAS
    9. Fessler, Pirmin & Rehm, Miriam & Tockner, Lukas, 2014. "The impact of housing non-cash income on the unconditional distribution of household income in Austria," Working Paper Series 1718, European Central Bank.
    10. Enrique Marshall, 2015. "Reflexiones sobre la Práctica del Ahorro en Chile," Economic Policy Papers Central Bank of Chile 54, Central Bank of Chile.
    11. repec:mea:meawpa:14283 is not listed on IDEAS

    More about this item


    survey methods; model evaluation and testing;

    JEL classification:

    • C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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