利用结构化先验改进多层次回归和后分层。

IF 4.9 2区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Bayesian Analysis Pub Date : 2021-09-01 Epub Date: 2020-07-15 DOI:10.1214/20-ba1223
Yuxiang Gao, Lauren Kennedy, Daniel Simpson, Andrew Gelman
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引用次数: 0

摘要

调查统计领域的一个核心主题是通过来自可能不具代表性的人口样本的数据来估算人口层面的数量。多层次回归和后分层(MRP)是一种基于模型的方法,与传统的加权调查估算方法相比,这种方法正日益受到重视。如果存在该方法无法捕捉的潜在结构,则 MRP 估计值容易出现偏差。这项工作旨在提供一个新的框架,用于指定结构化先验分布,从而减少 MRP 估计值的偏差。我们使用模拟研究来探索这些先验分布的益处,并在非代表性的美国调查数据中证明了它们的功效。我们的研究表明,结构化先验分布可在多种数据体系中减少 MRP 后验估计值的绝对偏差和方差。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Improving multilevel regression and poststratification with structured priors.

Improving multilevel regression and poststratification with structured priors.

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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来源期刊
Bayesian Analysis
Bayesian Analysis 数学-数学跨学科应用
CiteScore
6.50
自引率
13.60%
发文量
59
审稿时长
>12 weeks
期刊介绍: Bayesian Analysis is an electronic journal of the International Society for Bayesian Analysis. It seeks to publish a wide range of articles that demonstrate or discuss Bayesian methods in some theoretical or applied context. The journal welcomes submissions involving presentation of new computational and statistical methods; critical reviews and discussions of existing approaches; historical perspectives; description of important scientific or policy application areas; case studies; and methods for experimental design, data collection, data sharing, or data mining. Evaluation of submissions is based on importance of content and effectiveness of communication. Discussion papers are typically chosen by the Editor in Chief, or suggested by an Editor, among the regular submissions. In addition, the Journal encourages individual authors to submit manuscripts for consideration as discussion papers.
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