JOINT POINT AND VARIANCE ESTIMATION UNDER A HIERARCHICAL BAYESIAN MODEL FOR SURVEY COUNT DATA

被引:0
作者
Savitsky, Terrance D. [1 ]
Gershunskaya, Julie [2 ]
Crankshaw, Mark [2 ]
机构
[1] US Bur Lab Stat, Off Survey Methods Res, Washington, DC 20212 USA
[2] US Bur Lab Stat, OEUS Stat Methods Div, Washington, DC USA
关键词
Bayesian hierarchical models; small area estimation; count data; Stan; PREDICTION; SHRINKING;
D O I
10.1214/22-AOAS1704
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose a novel Bayesian framework for the joint modeling of survey point and variance estimates for count data. The approach incorporates an induced prior distribution on the modeled true variance that sets it equal to the generating variance of the point estimate, a key property more readily achieved for continuous data response type models. Our count data model formulation allows the input of domains at multiple resolutions (e.g., states, regions, nation) and simultaneously benchmarks modeled estimates at higher resolutions (e.g., states) to those at lower resolutions (e.g., regions) in a fashion that borrows more strength to sharpen our domain estimates at higher resolutions. We conduct a simulation study that generates a population of units within domains to produce ground truth statistics to compare to direct and modeled estimates performed on samples taken from the population where we show improved reductions in error across domains. The model is applied to the job openings variable and other data items published in the Job Openings and Labor Turnover Survey administered by the U.S. Bureau of Labor Statistics.
引用
收藏
页码:2002 / 2018
页数:17
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