[R] weighting (survey) data

[Vera]

2010/1/16 Thomas Lumley <tlumley at u.washington.edu>:
> On Sat, 16 Jan 2010, Vera wrote:
>
>> Thanks for your help so far, everyone.
>>
>> Thomas: I haven't looked very deep into the survey package yet, so I
>> don't know if what I'm looking for is actually missing or if I just
>> haven't found it yet.
>> What is "missing", from my point of view at the moment, is some kind
>> of global weighting function that allows me to set a weight and then
>> just perform different kinds of analyses without thinking about it any
>> more.
>
> There isn't anything like this, because it isn't possible. Some analyses
> can't sensibly be done with sampling weights; for others you can get point
> estimates but it is hard to get standard errors.

I see, having read some papers about weighting now. What I described
is possible in other statistics software, so I was kind of mislead
into thinking it couldn't be that complicated. (I guess all analyses,
where appropriate, are done with weighted data; if you don't specify a
weight variable, all weights are 1 by default).

I guess it's hard at first to go from point-and-click-analyses to a
deeper understanding of the procedures.

Thank you very much for your help.

-Vera