A few years back the winning t-shirt design in a contest for the American Association of Public Opinion Research read “Weighting is the Hardest Part.” And I don’t think the t-shirt was referring to 
anything about patience!
Most statistical methods assume that every individual in the sample has the same chance of selection.
Complex Sample Surveys are different. They use multistage sampling designs that include stratification and cluster sampling. As a result, the assumption that every selected unit has the same chance of selection is not true.
To get statistical estimates that accurately reflect the population, cases in these samples need to be weighted. If not, all statistical estimates and their standard errors will be biased.
But selection probabilities are only part of weighting. (more…)