Open Access
September 2021 Improving Multilevel Regression and Poststratification with Structured Priors
Yuxiang Gao, Lauren Kennedy, Daniel Simpson, Andrew Gelman
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Bayesian Anal. 16(3): 719-744 (September 2021). DOI: 10.1214/20-BA1223

Abstract

A central theme in the field of survey statistics is estimating population-level quantities through data coming from potentially non-representative samples of the population. Multilevel regression and poststratification (MRP), a model-based approach, is gaining traction against the traditional weighted approach for survey estimates. MRP estimates are susceptible to bias if there is an underlying structure that the methodology does not capture. This work aims to provide a new framework for specifying structured prior distributions that lead to bias reduction in MRP estimates. We use simulation studies to explore the benefit of these prior distributions and demonstrate their efficacy on non-representative US survey data. We show that structured prior distributions offer absolute bias reduction and variance reduction for posterior MRP estimates in a large variety of data regimes.

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Yuxiang Gao. Lauren Kennedy. Daniel Simpson. Andrew Gelman. "Improving Multilevel Regression and Poststratification with Structured Priors." Bayesian Anal. 16 (3) 719 - 744, September 2021. https://doi.org/10.1214/20-BA1223

Information

Published: September 2021
First available in Project Euclid: 15 July 2020

MathSciNet: MR4303866
Digital Object Identifier: 10.1214/20-BA1223

Keywords: bias reduction , integrated nested Laplace approximation (INLA) , multilevel regression and poststratification , non-representative data , small-area estimation , Stan , structured prior distributions

Vol.16 • No. 3 • September 2021
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