The weighting is necessary to use for sample survey estimation. This paper presents the basic principles of the simple and more advanced weights and some examples. All weights require auxiliary data. We here present these as two main categories, either macro or micro. Our recommendation is to use both meaning that these need to be obtained. Two obstacles are met: One is a general understanding of their importance. The second might to confidentiality if the data owner does not release such data. This might happen also due to the new EU regulation GDPR if not solved correctly