What Are We Weighting For?
What Are We Weighting For?
Key takeaways
Bibliography: Solon, G., Haider, S.J., Solon, J.M.W., 2015. What Are We Weighting For? Journal of Human Resources.
Authors:: Gary Solon, Steven J Haider, Jeffrey M Wooldridge Solon
Collections:: PhD
First-page:
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.
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