11.07.2015 Views

2DkcTXceO

2DkcTXceO

2DkcTXceO

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

424 Survey samplinggood design-based properties; in other words, Bayesian credibility intervalswhen assessed as confidence intervals in repeated sampling should have closeto nominal coverage. For surveys, good calibration requires that Bayes modelsshould incorporate sample design features such as weighting, stratification andclustering. Weighting and stratification is captured by included weights andstratifying variables as covariates in the prediction model; see, e.g., Gelman(2007). Clustering is captured by Bayesian hierarchical models, with clustersas random effects. Prior distributions are generally weakly informative, so thatthe likelihood dominates the posterior distribution.Why do I favor Bayes over frequentist superpopulation modeling? Theoretically,Bayes has attractive properties if the model is well specified, andputting weakly informative prior distributions over parameters tends to propagateuncertainty in estimating these parameters, yielding better frequentistconfidence coverage than procedures that fix parameters at their estimates.The penalized spline model in Example 4 above is one example of a calibratedBayes approach, and others are given in Little (2012). Here is one more concludingexample.Example 5 (Calibrated Bayes modeling for stratified sampling withasizecovariate):A common model for estimating a population mean of avariable Y from a simple random sample (y 1 ,...,y n ), with a size variable Xmeasured for all units in the population, is the simple ratio modely i |x i ,µ,σ 2 ind∼N(βx i ,σ 2 x i ),for which predictions yield the ratio estimator y rat = X × y/x, wherey andx are sample means of Y and X and X is the population mean of X. Hansenet al. (1983) suggest that this model is deficient when the sample is selectedby disproportionate stratified sampling, yielding biased inferences under relativelyminor deviations from the model. From a calibrated Bayes perspective,the simple ratio model does not appropriately reflect the sample design. Analternative model that does this is the separate ratio modely i |x i ,z i = j, µ j ,σ 2 jind∼N(β j x i ,σ 2 j x i ),where z i = j indicates stratum j. Predictionsfromthismodelleadtotheseparate ratio estimatorJ∑ y jy sep = P j X j ,x jj=1where P j is the proportion of the population in stratum j. Thisestimatorcan be unstable if sample sizes in one or more strata are small. A Bayesianmodification is to treat the slopes β j as N (β,τ 2 ), which smooths the estimatetowards something close to the simple ratio estimate. Adding priordistributions for the variance components provides Bayesian inferences thatincorporate errors for estimating the variances, and also allows smoothing ofthe stratum-specific variances.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!