When should I use weights when performing a logistic regression? The weights I'm referring to are sampling weights from a survey? Or should I just use the unweighted data?
The sampling weights are designed to account for the non-simple random sample nature of your sample. Therefore, they are just as needed in one form of regression as another. Exactly how to do this may be complicated; e.g. in
SAS there is
PROC SURVEYLOGISTIC to deal with various sorts of samples. In
R there is the
survey package which I think does similar things (but I have not used it).