On the Utilization of Sample Weights in Latent Variable Models

The purpose of this article is to examine the use of sample weights in the latent variable modeling context. A sample weight is the inverse of the probability that the unit in question was sampled and is used to obtain unbiased estimates of population parameters when units have unequal probabilities of inclusion in a sample. Although sample weights are discussed at length in survey research literature, virtually no discussion of sample weights can be found in the latent variable modeling literature. This article examines sample weights in latent variable models applied to the case where a simple random sample is drawn from a population containing a mixture of strata. A bootstrap simulation study is used to compare raw and normalized sample weights to conditions where weights are ignored. The results show that ignoring weights can lead to serious bias in latent variable model parameters and that this bias is mitigated by the incorporation of sample weights. Standard errors appear to be underestimated when sample weights are applied. Results on goodness-of-fit statistics demonstrate the advantages of utilizing sample weights.