Questions tagged [weights]
"Weights" may refer to: (1) observation weights that come from sample surveys -- consider tagging "survey-sampling"; (2) Monte Carlo sample weights that arise when sampling from intractable distributions -- consider tagging "weighted-sampling"; (3) variable weights in statistical or machine learning models such as regression, factor analysis, or learning networks -- consider tagging with that specific model. Other odd uses of weights go here.
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Sandwich variance estimator or bootstrap-based variance for stabilized inverse probability weighting (IPW)
Multiple published papers describe IPW as akin to having population with multiply copies of the same individuals. Hence, the correlation should be accounted and corrected using sandwich variance ...
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Subjective confidence as weights in regression models
I have data where subjects rate a quantity on a certain scale ($y$) but also add their subjective confidence as to how sure they are in their choice ($w$). My initial thought was to add $w$ as weights ...
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Calculate model with two sets of survey weights for the same population
I am working with a double set of survey weights for the same population X. The survey is probabilistic, stratified, multi-staged. Respondents have to answer two sets of questions: questionnaire A and ...
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Perform a weighted linear regression on $x_i, y_i$ by doing a standard linear regression on $X_i, Y_i$?
Let's say we want to do a weighted linear regression between two series $(x_i)$ and $(y_i)$, with weights $(w_i)$, and get the coefficients from the line $y = mx + p$, and the $r^2$ coefficient.
Is ...
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Is it possible to calculate inter-rater reliability for one item rated by multiple raters with weights?
I have a survey with a number of statements that had participants categorizing the statements into one of the 4 options they were provided.
The participants were then asked to rate the confidence of ...
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Difference between weight matrix and loading matrix in PCA
Currently I am working with PCA techniques (specifically sparse PCA techniques) but my question revolves around obtaining the weight matrix in PCA.
This reference provides the following representation ...
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Intuition behind Welch's ANOVA
I run some simulations and naturally Welch's ANOVA for unequal variances is pretty good compared to classic ANOVA and it seems it has no downsides. However, I still lack understanding as to why it ...
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Why are 1/SE or 1/variance commonly used as weights in regressions?
I'm trying to do a meta-analysis for the first time, comparing measurements of a simple experiment treatment against a control in a variety of species. I started by fitting a mixed-effects model to ...
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What is the R Equivalent of this Stata Survey Weighting Code?
I am working with the SIPP data set and they use replicate weights. They offer advice here for what code you should use in Stata or SAS for applying their replicate weights correctly. Specifically ...
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What is the weights argument in glm.fit?
I just literally don't understand what the weights argument is in glm.fit. Could you give me a really simple example so that I know how to interpret it and know how it works?
If you think it's really ...
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Weighing Data Issue
I am looking at e-cig prevalence within a city. I used surveys to collect data from residents, and I have a query around weighing data.
I have made the assumption, due to over and underrepresentation ...
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Marginal structural model using PROC PHREG
I would like to fit a marginal structural model to account for treatment switching during follow-up.
I found a great paper on how to do this in R: https://www.sciencedirect.com/science/article/abs/pii/...
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What are the main pros and cons of the most commonly used weighting methods?
There are many methods to generate balancing weights in observational studies (see, for example, the many methods implemented in the amazing WeighIt package).
I have seen some great discussions about ...
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Apply a method for competing risks with the propensity score IPTW weights
I have a data in which I have to apply a competing risk. 4 variables:
Temps_Competing_Descompensacio: the time to event.
Competing_Descompensacio: factor variable to identifie the event, censored, ...
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Standardizing variables from complex surveys
I have several continuous variables from a survey that I want to analyze. I will use survey weights for regression. But I want to standardize those variables first. Should I use the weighted means ...
