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Research ArticleSymposium on Empirical Methods

What Are We Weighting For?

Gary Solon, Steven J. Haider and Jeffrey M. Wooldridge
Journal of Human Resources, March 2015, 50 (2) 301-316; DOI: https://doi.org/10.3368/jhr.50.2.301
Gary Solon
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Steven J. Haider
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Jeffrey M. Wooldridge
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Abstract

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.

  • Received February 2013.
  • Accepted September 2013.

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Journal of Human Resources: 50 (2)
Journal of Human Resources
Vol. 50, Issue 2
31 Mar 2015
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What Are We Weighting For?
Gary Solon, Steven J. Haider, Jeffrey M. Wooldridge
Journal of Human Resources Mar 2015, 50 (2) 301-316; DOI: 10.3368/jhr.50.2.301

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What Are We Weighting For?
Gary Solon, Steven J. Haider, Jeffrey M. Wooldridge
Journal of Human Resources Mar 2015, 50 (2) 301-316; DOI: 10.3368/jhr.50.2.301
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