You must use the weight of the smallest subpopulation that includes all the variables you want to include in your analysis. To select the correct weight for your analysis, you need to find out in which component of the survey your variables of interest were included.
You are performing an NHANES 1999-2002 analysis to look at the association of race/ethnicity, and poverty on previous diagnosis of diabetes. All of these variables were collected in the in-home interview (N=10,291).
ANSWER: You would use the interview weights for your analysis (wtint4yr).
You are performing an NHANES 1999-2002 analysis looking at the association of race/ethnicity, age, poverty and the prevalence of high blood pressure. All three demographic variables were collected during the in-home interview (N=10,291). But blood pressure was collected during the MEC exam and MEC questionnaire portion of the survey (N=9,471). MEC-examined sample persons are a subset of those interviewed in the survey.
ANSWER: You would use the MEC exam weight for your analysis (wtmec4yr).
You are performing an NHANES 1999-2002 analysis looking at the association of race/ethnicity, age, blood pressure and fasting triglycerides on persons age 20 and over. Race/ethnicity and age were available from the in-home interview (N=10,291) Blood pressure came from the MEC exam. MEC-examined sample persons are a subset of those interviewed in the survey. Fasting triglycerides are collected from those sample persons who were subsampled to do the 9 hour AM fast and who actually fasted. This group is approximately half the sample of those who were MEC examined (N=4,157).
ANSWER: You would use the morning fasting subsample weights (wtsaf4yr).