How to use weights?

I have a more basic question: how do we use these ASECWT?? Do I just multiply the target variable “INCWAGE” with ASECWT, and run the regressions?


I recommend reading this blog post for an overview of sample weighting. The method you describe would work for calculating a weighted mean. However, if you are running a regression, you need to incorporate the weights in a more complicated way. You may want to google “weighted least squares” for more information on how weighted regression works. Any statistical package (such as Stata or SPSS) will allow you to use weights in most statistical procedures.

Here are some resources on weighting in the most common statistical packages:

R: survey and srvyr packages

Stata: add [pw=weightvar] to the end of your command. See the Stata User’s Guide (sections 11.1.6 and 20.24)

SAS: most procedures support a WEIGHT statement

SPSS: weighting in SPSS