Application of the full Bayesian significance test to model selection under informative sampling
Adopting likelihood based methods of inference in the case of informative sampling often presents a number of difficulties, particularly, if the parametric form of the model that describes the sample selection mechanism is unknown, and thus requires application of some model selection approach. Thes...
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| Veröffentlicht in: | Statistical papers (Berlin, Germany) Germany), 2019-02, Vol.60 (1), p.89-104 |
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| creator | Sikov, A. Stern, J. M. |
| description | Adopting likelihood based methods of inference in the case of informative sampling often presents a number of difficulties, particularly, if the parametric form of the model that describes the sample selection mechanism is unknown, and thus requires application of some model selection approach. These difficulties generally arise either due to complexity of the model holding in the sample, or due to identifiability problems. As a remedy we propose alternative approach to model selection and estimation in the case of informative sampling. Our approach is based on weighted estimation equations, where the contribution to the estimation equation from each observation is weighted by the inverse probability of being selected. We show how weighted estimation equations can be incorporated in a Bayesian analysis, and how the full Bayesian significance test can be implemented as a model selection tool. We illustrate the efficiency of the proposed methodology by a simulation study. |
| doi_str_mv | 10.1007/s00362-016-0828-x |
| format | Article |
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| source | EBSCOhost Business Source Complete; SpringerLink Journals - AutoHoldings |
| subjects | Bayesian analysis Computer simulation Economic Theory/Quantitative Economics/Mathematical Methods Economics Finance Insurance Management Mathematics and Statistics Model testing Operations Research/Decision Theory Probability Theory and Stochastic Processes Regular Article Sampling Statistical significance Statistics Statistics for Business |
| title | Application of the full Bayesian significance test to model selection under informative sampling |
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