"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.

Weights generally indicate that a certain piece of information has a greater or a lesser importance than others. This may arise in almost any data analysis situation. As the concept of weights in statistics is quite ambiguous, questions tagged simply as weights may not attract the appropriate group of experts to answer them. If you came to this page while writing, editing or tagging a question, please consider tagging your question in a more specific way.

"Weights" may refer to:

  1. observation weights that come from sample surveys -- please tag "survey-sampling".
  2. Monte Carlo sample weights that arise when sampling from intractable distributions -- please tag "weighted-sampling".
  3. variable weights in statistical or machine learning models such as regression, factor analysis, or learning networks -- please tag with that specific model.

Other odd uses of weights go here.

A useful resource describing the various type of case/observation/row weights is http://www.ats.ucla.edu/stat/stata/faq/weights.htm.

Other related concepts and tags: