September 2023 Joint point and variance estimation under a hierarchical Bayesian model for survey count data
Terrance D. Savitsky, Julie Gershunskaya, Mark Crankshaw
Author Affiliations +
Ann. Appl. Stat. 17(3): 2002-2018 (September 2023). DOI: 10.1214/22-AOAS1704

Abstract

We propose a novel Bayesian framework for the joint modeling of survey point and variance estimates for count data. The approach incorporates an induced prior distribution on the modeled true variance that sets it equal to the generating variance of the point estimate, a key property more readily achieved for continuous data response type models. Our count data model formulation allows the input of domains at multiple resolutions (e.g., states, regions, nation) and simultaneously benchmarks modeled estimates at higher resolutions (e.g., states) to those at lower resolutions (e.g., regions) in a fashion that borrows more strength to sharpen our domain estimates at higher resolutions. We conduct a simulation study that generates a population of units within domains to produce ground truth statistics to compare to direct and modeled estimates performed on samples taken from the population where we show improved reductions in error across domains. The model is applied to the job openings variable and other data items published in the Job Openings and Labor Turnover Survey administered by the U.S. Bureau of Labor Statistics.

Citation

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Terrance D. Savitsky. Julie Gershunskaya. Mark Crankshaw. "Joint point and variance estimation under a hierarchical Bayesian model for survey count data." Ann. Appl. Stat. 17 (3) 2002 - 2018, September 2023. https://doi.org/10.1214/22-AOAS1704

Information

Received: 1 July 2021; Revised: 1 October 2022; Published: September 2023
First available in Project Euclid: 7 September 2023

MathSciNet: MR4637654
Digital Object Identifier: 10.1214/22-AOAS1704

Keywords: Bayesian hierarchical models , count data , small area estimation , Stan

Rights: Copyright © 2023 Institute of Mathematical Statistics

Vol.17 • No. 3 • September 2023
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