Coherent and robust Bayesian inference under informative sampling via sample-level weight models

2026-09-14

AI Summary

本文提出两种贝叶斯方法解决信息抽样下的推断问题，第一种通过构建一致似然函数，第二种使用损失-似然自助法以提高稳健性。

Abstract

We develop two complementary Bayesian procedures for analytic inference under informative sampling. The first constructs a coherent likelihood by modeling the sample-level distribution of the design weight given the study variable and recovering the conditional inclusion probability through the identity of Sverchkov and Pfeffermann (2004); it is the Bayesian counterpart of a recently proposed conditional-likelihood estimator, attains the model-based efficiency bound under the correctly specified sample-level joint model, and can be biased otherwise. The second uses the same weight model only as input to a Neyman-orthogonalized analog of the design-weighted score and applies the loss-likelihood bootstrap; the resulting credible intervals are asymptotically sandwich-correct under Poisson sampling, and the posterior remains centered at the truth under misspecification of the weight model, although the working model can still affect the first-order variance. A beta regression on the population-level inclusion probability, inducing a beta prime sample-level weight distribution, serves as the parametric default. A data-adaptive implementation of the second procedure estimates the efficient factor $\barπ(x,y)=1/E_p(W\mid x,y)$ by a design-weighted Gamma/log-link regression and uses it in a joint one-step loss-likelihood bootstrap for the analytic parameter; its validity requires no rate conditions on the nuisance fit. We illustrate both procedures with simulations and Canadian Workforce data.

Problem

• Bayesian inference
• informative sampling
• sample-level weight models

Innovation

• Bayesian inference
• informative sampling
• sample-level weight models
• Neyman-orthogonalized score
• loss-likelihood bootstrap