Approximate Bayesian inference under informative sampling
提出一种利用汇总统计量的抽样分布来推导参数后验分布的贝叶斯方法,适用于信息性抽样下的复杂调查数据,可结合两个独立调查的信息或用于校准估计。
Statistical inference with complex survey data is challenging because the sampling design can be informative, and ignoring it can produce misleading results. Current methods of Bayesian inference under complex sampling assume that the sampling design is noninformative for the specified model. In this paper, we propose a Bayesian approach which uses the sampling distribution of a summary statistic to derive the posterior distribution of the parameters of interest. Asymptotic properties of the method are investigated. It is directly applicable to combining information from two independent surveys and to calibration estimation in survey sampling. A simulation study confirms that it can provide valid estimation under informative sampling. We apply it to a measurement error problem using data from the Korean Longitudinal Study of Aging.