The Role of Sampling Weights When Modeling Survey Data

Summary The purpose of this paper is to provide a critical survey of the literature, directed at answering two main questions. i) Can the use of the sampling weights be justified for analytic inference about model parameters and if so, under what circumstances? ii) Can guidelines be developed for how to incorporate the weights in the analysis? The general conclusion of this study is that the weights can be used to test and protect against informative sampling designs and against misspecification of the model holding in the population. Six approaches for incorporating the weights in the inference process are considered. The first four approaches are intended to yield design consistent estimators for corresponding descriptive population quantities of the model parameters. The other two