Date: Nov 29, 2012 10:08 PM
Subject: Is it reasonable for a weight equal to 1 million in the weighted regression?
As my understanding, when I assign a weight n (say) to an observation in
the weighted regression (logistic or linear), it is equivalent to repeat
the same observation n times in the data set.
I have seen people assign 1 million as the weight to an observation. It
seems unreasonable to me but I don't have the knowledge to say why it is
If you have any references (titles of books, articles, etc) discussing
the role of weight in modeling, please let me know.
Thank you very much.