I recently had a question about rim weighting and how to set the values for the maximum iterations and the upper and lower weight caps.

I’ve reproduced my answer, though I’ve adjusted it slightly:

#### Maximum Iterations

- The value to set here will depend largely on how many rims you have, how small the cells are and how close the actuals are to the targets. The only way to tell for sure is to see what difference it makes to the weights when you run the program again with one more iteration. If it makes no difference to the weights then you’re ok to leave it as it is. Non-convergence in this case will be down to either the rims having conflicting targets (i.e. one rim causes the weights to go up and another causes them to go down) or the weight cap bringing the weights back down (or up).
- In terms of an actual value, 25 is generally ok for small number of rims (of the order of 5-20). However I’ve seen weighting schemes that required more than 200 iterations to converge. These had hundreds of interlaced rims.
- Potentially I could add a metric to the program to check for a minimum weight change so that the program ends if all weights change by less than this figure. It would, of course, affect performance though and is not a trivial change.

#### Upper Weight Cap

- A good starting point for this figure is to divide the actual proportions (or base sizes) by the targets for each cell and look at the largest. So, if for example, you had 20 percent males in the sample but the target was 45 percent and this was the biggest difference, then the biggest initial weight would be 0.45/0.2=>2.25. Given the way the algorithm works, it will not stay at that but it should be of that order. It will depend on the other rims.
- One consequence of lowering the upper weight cap is that it will reduce the WEFF – the weighting efficiency. A higher WEFF means that you will have lower precision in your estimates i.e. it increases the standard error. However lowering the weight cap can also increase the number of iterations and also potentially lead to non-convergence.
- I’d set a value that allows the procedure to converge and gives a reasonable WEFF. Generally a value of 5 or 6 is fine for proportional targets and a multiple of 5 or 6 above the total base size divided by the total number of panellists for base size targets (e.g. if there are 1000 panellists and a total base size of 4500, then set a value of 4.5*5=22.5).
- A WEFF above 1.5 – 1.6 is high and is an indication of poor representation within the panel.

#### Lower Weight Cap

- I’d leave this at 0 unless the WEFF needs to be lowered. A good indication of problems with the targets or with the panel is whether all the weights drop to near zero.

So, the basic answer to how to set them is that it depends on any lack of convergence and how high the WEFF goes. The above should give some indication of where to set them though.

Thanks to Bryan for the question.