Bayesian weighted inference from surveys

Authors

David Gunawan, University of WollongongFollow
Anastasios Panagiotelis
William Griffiths
Duangkamon Chotikapanich

RIS ID

142687

Publication Details

Gunawan, D., Panagiotelis, A., Griffiths, W. & Chotikapanich, D. (2020). Bayesian weighted inference from surveys. Australian and New Zealand Journal of Statistics,

Abstract

2020 Australian Statistical Publishing Association Inc. Published by John Wiley & Sons Australia Pty Ltd. Data from large surveys are often supplemented with sampling weights that are designed to reflect unequal probabilities of response and selection inherent in complex survey sampling methods. We propose two methods for Bayesian estimation of parametric models in a setting where the survey data and the weights are available, but where information on how the weights were constructed is unavailable. The first approach is to simply replace the likelihood with the pseudo likelihood in the formulation of Bayes theorem. This is proven to lead to a consistent estimator but also leads to credible intervals that suffer from systematic undercoverage. Our second approach involves using the weights to generate a representative sample which is integrated into a Markov chain Monte Carlo (MCMC) or other simulation algorithms designed to estimate the parameters of the model. In the extensive simulation studies, the latter methodology is shown to achieve performance comparable to the standard frequentist solution of pseudo maximum likelihood, with the added advantage of being applicable to models that require inference via MCMC. The methodology is demonstrated further by fitting a mixture of gamma densities to a sample of Australian household income.