Bayesian Estimation Under Informative Sampling

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated with the response variable of interest. Model inference performed on the observed sample taken from the population will be biased for the population generative model under informative sampling since the balance of information in the sample data is different from that for the population. Typical approaches to account for an informative sampling design under Bayesian estimation are often difficult to implement because they require re-parameterization of the hypothesized generating model, or focus on design, rather than model-based, inference. We propose to construct a pseudo-posterior distribution that utilizes sampling weights based on the marginal inclusion probabilities to exponentiate the likelihood contribution of each sampled unit, which weights the information in the sample back to the population. Our approach provides a nearly automated estimation procedure applicable to any model specified by the data analyst for the population and retains the population model parameterization and posterior sampling geometry. We construct conditions on known marginal and pairwise inclusion probabilities that define a class of sampling designs where $L_{1}$ consistency of the pseudo posterior is guaranteed. We demonstrate our method on an application concerning the Bureau of Labor Statistics Job Openings and Labor Turnover Survey.Comment: 24 pages, 3 figure

Pseudo Bayesian Estimation of One-way ANOVA Model in Complex Surveys

We devise survey-weighted pseudo posterior distribution estimators under 2-stage informative sampling of both primary clusters and secondary nested units for a one-way ANOVA population generating model as a simple canonical case where population model random effects are defined to be coincident with the primary clusters. We consider estimation on an observed informative sample under both an augmented pseudo likelihood that co-samples random effects, as well as an integrated likelihood that marginalizes out the random effects from the survey-weighted augmented pseudo likelihood. This paper includes a theoretical exposition that enumerates easily verified conditions for which estimation under the augmented pseudo posterior is guaranteed to be consistent at the true generating parameters. We reveal in simulation that both approaches produce asymptotically unbiased estimation of the generating hyperparameters for the random effects when a key condition on the sum of within cluster weighted residuals is met. We present a comparison with frequentist EM and a methods that requires pairwise sampling weights.Comment: 46 pages, 9 figure