24 September 2016

Weighted versus unweighted estimates: Is it wrong if they are different?

A while back, I and a colleague submitted a manuscript for publication on a peer-reviewed journal. Our manuscript was based on a weighted analysis of data to attenuate bias due to unequal probability of selection of sub-populations[1].  To be more transparent, we reported both the weighted and unweigthed frequency distribution of the population by important variables.

After the manuscript underwent a thorough anonymous peer-review, we received a peer-review report which states that because the weighted and unweighted frequencies did have substantial difference, the analysis weight we used was wrong. Does obtaining different weighted and unweighted frequencies render the assigned analysis weight invalid?

As pointed out above, if weighting serves to attenuate bias due to disproportionate sampling of sub-populations, then weighted and unweighted frequencies (and other estimates such as means and regression coefficients)  are expected to differ. The magnitude of the difference depends on the extent of the disproportion in the sampling.

To clear the above issue, let’s see an example. Let’s say we have a population of size 100 comprised of 25 males and 75 females. That is, males comprise 25% of the population and females comprise 75%.  If we take a sample of size 30 using simple random sampling and if this sample is comprised of 15 males and 15 females, then based on our sample, males comprise 50% of the population and females comprise the remaining 50%. However, the probability of selection for males was 60% (15/25*100) whereas that for females was only 20% (15/75*100). Clearly, the sampling is disproportionate. Hence, the analysis should take account of this disproportion in the sampling. If not, results will be biased.

In this simplest scenario, we need to calculate an analysis weight as the inverse of the selection probabilities of males and females. Accordingly, the analysis weight (non-normalized) for males will be 1.67 and for females 5. If we declare a complex sample survey design (using svyset in Stata) and re-do the analysis (complex sample analysis), then the frequency of males will be 25% and that of females will be 75%.

Hence, it is not abnormal if the weighted and unweighted frequencies differ. That is rather what must be expected given the weight variable has been properly computed.

Reference
  1. Heeringa SG, West BT, Berglund PA. Applied Survey Data Analysis. Boca Raton, FL: Chapman & Hall/CRC; 2010. 

1 comment:

  1. I didn't see the point. The main reason behind weighting is to correct for sample size and to avoid false generalizations. The problem would have been if you submit the unweighted results.

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