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- W2411530594 abstract "Abstract When analyzing data sampled with unequal inclusion probabilities, correlations between the probability of selection and the sampled data can induce bias if the inclusion probabilities are ignored in the analysis. Weights equal to the inverse of the probability of inclusion are commonly used to correct possible bias. When weights are uncorrelated with the descriptive or model estimators of interest, highly disproportional sample designs resulting in large weights can introduce unnecessary variability, leading to an overall larger mean square error compared to unweighted methods. We describe an approach we term ‘weight smoothing’ that models the interactions between the weights and the estimators as random effects, reducing the root mean square error (RMSE) by shrinking interactions toward zero when such shrinkage is allowed by the data. This article adapts a flexible Laplace prior distribution for the hierarchical Bayesian model to gain a more robust bias-variance tradeoff than previous approaches using normal priors. Simulation and application suggest that under a linear model setting, weight-smoothing models with Laplace priors yield robust results when weighting is necessary, and provide considerable reduction in RMSE otherwise. In logistic regression models, estimates using weight-smoothing models with Laplace priors are robust, but with less gain in efficiency than in linear regression settings." @default.
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- W2411530594 date "2016-05-28" @default.
- W2411530594 modified "2023-10-10" @default.
- W2411530594 title "Weight Smoothing for Generalized Linear Models Using a Laplace Prior" @default.
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- W2411530594 doi "https://doi.org/10.1515/jos-2016-0026" @default.
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