Article
An approximate Bayesian approach to regression estimation with many auxiliary variables
arxiv
Document Type
Article
Disciplines
Publication Version
Submitted Manuscript
Publication Date
6-12-2019
Abstract
Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to achieve efficient estimation of population parameters of interest. In this paper, we formulate a regularized regression estimator in the framework of Bayesian inference using the penalty function as the shrinkage prior for model selection. The proposed Bayesian approach enables us to get not only efficient point estimates but also reasonable credible intervals for population means. Results from two limited simulation studies are presented to facilitate comparison with existing frequentist methods.
Copyright Owner
The Authors
Copyright Date
2019
Language
en
File Format
application/pdf
Citation Information
Shonosuke Sugasawa and Jae Kwang Kim. "An approximate Bayesian approach to regression estimation with many auxiliary variables" arxiv (2019) Available at: http://works.bepress.com/jae-kwang-kim/51/
This pre-print is made available through arxiv: https://arxiv.org/abs/1906.04398.