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use cases for weights that are sampling weights, more in the sense of non-random survey samples, to model e.g. channeling into treatments when using RWD.
This is implemented in SAS survey procedures, e.g. PROC SURVEYREG, and also in PROC GLIMMIX ("obsweight" in MODEL statement and "weight" in RANDOM statement, to weight observations and subjects (higher levels), respectively).
From @chstock :
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