Using Sample Survey Weights in Multiple Regression Analyses of Stratified Samples

Abstract The rationale for the use of sample survey weights in a least squares regression analysis is examined with respect to four increasingly general specifications of the population regression model. The appropriateness of the weighted regression estimate depends on which model is chosen. A proposal is made to use the difference between the weighted and unweighted estimates as an aid in choosing the appropriate model and hence the appropriate estimator. When applied to an analysis of the familial and environmental determinants of the educational level attained by a sample of young adults, the methods lead to a revision of the initial additive model in which interaction terms between county unemployment and race, as well as between sex and mother's education, are included.