I am not familiar with the data you note (NSSO?), but if you are talking about official statistics from finite populations, you may be seeing survey weights, which are the inverse of the probabilities of selection. This depends upon a random sampling design. Here is an introduction:
Note: In probability proportional to size sampling, each member of a sample has its own probability of selection and weight. Otherwise, groups of data share survey weights.
You could also be referring to regression weights, which tell us, based on heteroscedasticity, how much emphasis each collected datum should be given, based on the naturally underlying 'error' structure. Here is an introduction to heteroscedasticity for finite populations, followed by notes on weighted least squares regression:
There are also calibration weights which start with survey weights, and then adjust them according to how they would apply to related "auxiliary"/(actually regressor) data which you have on the universe, or even just the sample by way of adjusting for nonresponse. A little on calibration weights can be found in the following:
My guess, especially if you have not seen anything about "auxiliary" or "regressor" data, is that you may be seeing survey weights. There are a number of good books which cover this, including
Cochran, W.G(1977), Sampling Techniques, 3rd ed., John Wiley & Sons.
and
Lohr, S.L(2010), Sampling: Design and Analysis, 2nd ed., Brooks/Cole.
When auxiliary data are available, there are other books with more emphasis on that, including
Särndal, CE, Swensson, B. and Wretman, J. (1992), Model Assisted Survey Sampling, Springer-Verlang.
and
Brewer, KRW (2002), Combined survey sampling inference: Weighing Basu's elephants, Arnold: London and Oxford University Press.
Almost all quantitative survey statistics texts (continuous data and proportions) in the second half of the 20th century emphasized survey weights, though I've found most, it seems, did note a little on regression modeling. More emphasis on regression seems to appear now.
Here is a little interesting history, where the model given at the end is for the classical ratio estimator (CRE), and many establishment surveys show greater heteriscedasticity than that, but the CRE does seem robust:
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Ken Brewer's Waksberg Award article:
Brewer, K.R.W. (2014), “Three controversies in the history of survey sampling,” Survey Methodology,
(December 2013/January 2014), Vol 39, No 2, pp. 249-262. Statistics Canada, Catalogue No. 12-001-X.
He believed in using probability sampling and models together, but he explains the different approaches, the pros and cons.
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But, as I say, my guess is that you are seeing survey weights. If you multiply each collected (i.e., sampled) datum by its survey weight, and add, then you should obtain the estimated population (or subpopulation or stratum) total estimate that they show, if this is the case.
Cheers - Jim
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Article SURVEY WEIGHTS
Article HETEROSCEDASTICITY AND HOMOSCEDASTICITY
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