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Multi-level modelling under informative sampling

Pfeffermann, Danny, Da Silva Moura, Fernando Antonio and Do Nascimento Silva, Pedro Luis (2006) Multi-level modelling under informative sampling Biometrika, 93, (4), pp. 943-959. (doi:10.1093/biomet/93.4.943).

Record type: Article


We consider a model-dependent approach for multi-level modelling that accounts for informative probability sampling of first- and lower-level population units. The proposed approach consists of first extracting the hierarchical model holding for the sample data given the selected sample, as a function of the corresponding population model and the first- and lower-level sample selection probabilities, and then fitting the resulting sample model using Bayesian methods. An important implication of the use of the model holding for the sample is that the sample selection probabilities feature in the analysis as additional data that possibly strengthen the estimators. A simulation experiment is carried out in order to study the performance of this approach and compare it to the use of ‘design-based’ methods. The simulation study indicates that both approaches perform in general equally well in terms of point estimation, but the model-dependent approach yields confidence/credibility intervals with better coverage properties. Another simulation study assesses the impact of misspecification of the models assumed for the sample selection probabilities. The use of maximum likelihood estimation is also considered.

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Published date: 2006
Keywords: confidence interval, credibility interval, full likelihood, markov chain monte carlo, maximum likelihood estimation, probability weighting, small area estimation


Local EPrints ID: 39146
ISSN: 0006-3444
PURE UUID: 3408400e-bb2c-40dc-85d0-e45db3aeb85d

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Date deposited: 21 Jun 2006
Last modified: 17 Jul 2017 15:37

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Author: Fernando Antonio Da Silva Moura
Author: Pedro Luis Do Nascimento Silva

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