Should one weight their survey data? Is it worth the effort? The short answer must be ‘maybe’ or ‘it depends’. A slightly longer and much more useful answer was given by Leslie Kish in his enormously helpful paper ‘Weighting: Why, when and how’. Today (well, actually I submitted the final manuscript 2.5 years ago – that’s scientific progress for you!), I have added my own two cent with a short chapter that looks at the effects and non-effects of common weighting procedures (in German). The bottom line is that if you employ the usual weighting variables (age, gender, education and maybe class or region) as controls in your regression, weighting will make next to no difference but might mess with your standard errors.
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