Thomas Lumley 8/4/2020

Weights in statistics

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This technical article clarifies the three distinct uses of 'weights' in statistics: precision weights (for observation variance), frequency weights (for cell sizes in categorical data), and sampling weights (for scaling samples to a population). It discusses the confusion these cause in software documentation and development, highlights Stata's handling of them, and begins to explain how each type correctly applies to estimating a mean.

Weights in statistics

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