Bayesian Nonparametric Models for Multi-stage Sample Surveys - Yin, Jiani
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It is a standard practice in small area estimation (SAE) to use a model-based approach to borrow information from neighboring areas or from areas with similar characteristics. However, survey data tend to have gaps, ties and outliers, and parametric models may be problematic because statistical inference is sensitive to parametric assumptions. We propose nonparametric hierarchical Bayesian models for multi-stage nite population sampling to robustify the inference and allow for heterogeneity, outliers, skewness, etc. Bayesian predictive inference for SAE is studied by embedding a parametric…mehr

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Produktbeschreibung
It is a standard practice in small area estimation (SAE) to use a model-based approach to borrow information from neighboring areas or from areas with similar characteristics. However, survey data tend to have gaps, ties and outliers, and parametric models may be problematic because statistical inference is sensitive to parametric assumptions. We propose nonparametric hierarchical Bayesian models for multi-stage nite population sampling to robustify the inference and allow for heterogeneity, outliers, skewness, etc. Bayesian predictive inference for SAE is studied by embedding a parametric model in a nonparametric model. The Dirichlet process (DP) has attractive properties such as clustering that permits borrowing information. We exemplify by considering in detail two-stage and three-stage hierarchical Bayesian models with DPs at various stages. The computational di culties of the predictive inference when the population size is much larger than the sample size can be overcome bythe stick-breaking algorithm and approximate methods. Moreover, the model comparison is conducted by computing log pseudo marginal likelihood and Bayes factors.
Autorenporträt
Jiani Yin, PhD: Studied Mathematical Science at Worcester Polytechnic Institute. Biostatistician at Veristat LLC., Southborough, MA.