| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w18859 |
| 来源ID | Working Paper 18859 |
| What Are We Weighting For? | |
| Gary Solon; Steven J. Haider; Jeffrey Wooldridge | |
| 发表日期 | 2013-02-28 |
| 出版年 | 2013 |
| 语种 | 英语 |
| 摘要 | 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. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w18859 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/576534 |
| 推荐引用方式 GB/T 7714 | Gary Solon,Steven J. Haider,Jeffrey Wooldridge. What Are We Weighting For?. 2013. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w18859.pdf（174KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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