What Are We Weighting For?

Gary Solon, Steven J. Haider, Jeffrey Wooldridge

NBER Working Paper No. 18859
Issued in February 2013
NBER Program(s):The Program on Children, The Development Economics Program, The Education Program, The Health Care Program, The Health Economics Program, The Labor Studies Program, The Public Economics Program, Technical Working Papers

The 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 in pdf format
   (175 K)

email paper

Machine-readable bibliographic record - MARC, RIS, BibTeX

Document Object Identifier (DOI): 10.3386/w18859

Published: 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. citation courtesy of

Users who downloaded this paper also downloaded* these:
Dickens t0043 Error Components in Grouped Data: Why It's Never Worth Weighting
Lee and Solon w16773 The Fragility of Estimated Effects of Unilateral Divorce Laws on Divorce Rates
Porter On the Use of Survey Sample Weights in the Linear Model
Card w4483 Using Geographic Variation in College Proximity to Estimate the Return to Schooling
Imbens and Wooldridge w14251 Recent Developments in the Econometrics of Program Evaluation
NBER Videos

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email:

Contact Us