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Improve weights docstrings #757

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Improve weights docstrings #757

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c03d404
Improve weigths docstrings
nalimilan Jan 18, 2022
538399f
Add mentions about scale-invariance
nalimilan Jan 20, 2022
0350e4e
Update weights.jl
nalimilan Jan 23, 2022
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10 changes: 5 additions & 5 deletions src/weights.jl
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Expand Up @@ -96,8 +96,8 @@ end
Construct an `AnalyticWeights` vector with weight values `vs`.
A precomputed sum may be provided as `wsum`.

Analytic weights describe a non-random relative importance (usually between 0 and 1)
for each observation. These weights may also be referred to as reliability weights,
Analytic weights represent the inverse of the variance for each case.
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These weights may also be referred to as reliability weights,
precision weights or inverse variance weights. These are typically used when the observations
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precision weights or inverse variance weights. These are typically used when the observations
precision weights or regression weights. These are typically used when the observations

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Are you sure the expression "regression weights" is used commonly? I'm afraid it could confuse users, as you can use any kind of weights in regression (e.g. Stata supports all three types).

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I think SAS uses that term for them, but I don't know how common it is elsewhere. I'm also fine with just removing the redundant inverse variance and only listing two other common names (e.g., reliability weights, precision weights).

https://blogs.sas.com/content/iml/2017/10/02/weight-variables-in-statistics-sas.html

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OK, let's do that.

being weighted are aggregate values (e.g., averages) with differing variances.
""" AnalyticWeights
Expand Down Expand Up @@ -136,7 +136,7 @@ end
Construct a `FrequencyWeights` vector with weight values `vs`.
A precomputed sum may be provided as `wsum`.

Frequency weights describe the number of times (or frequency) each observation
Frequency weights represent the number of times (or frequency) each case
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was observed. These weights may also be referred to as case weights or repeat weights.
""" FrequencyWeights

Expand Down Expand Up @@ -173,9 +173,9 @@ end
Construct a `ProbabilityWeights` vector with weight values `vs`.
A precomputed sum may be provided as `wsum`.

Probability weights represent the inverse of the sampling probability for each observation,
Probability weights represent the inverse of the sampling probability for each case,
providing a correction mechanism for under- or over-sampling certain population groups.
These weights may also be referred to as sampling weights.
These weights may also be referred to as sampling weights or survey weights.
""" ProbabilityWeights

"""
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