Prior Choice for the Variance Parameter in the Multilevel Regression and Poststratification Approach for Highly Selective Data. A Monte Carlo Simulation Study.

Autor: Christian Bruch, Barbara Felderer
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Austrian Journal of Statistics, Vol 51, Iss 4 (2022)
Druh dokumentu: article
ISSN: 1026-597X
DOI: 10.17713/ajs.v51i4.1361
Popis: The multilevel and poststratification approach is commonly used to draw valid inference from (non-probabilistic) surveys. This Bayesian approach includes varying regression coefficients for which prior distributions of their variance parameter must be specified. The choice of the distribution is far from being trivial and many contradicting recommendations exist in the literature. The prior choice may be even more challenging when data results from a highly selective inclusion mechanism, such as applied by volunteer panels. We conduct a Monte Carlo simulation study to evaluate the effect of different distribution choices on bias in the estimation of a proportion based on a sample that is subject to a highly selective inclusion mechanism.
Databáze: Directory of Open Access Journals