Bayesian Pseudo Empirical Likelihood Inference for Complex Surveys

Changbao Wu, University of Waterloo

Abstract: Bayesian inference for finite population problems faces major hurdles in all three phases of the inferential procedure: the formulation of a likelihood, the specification of a prior, and the validity of the posterior inferences under the traditional design-based framework. The empirical likelihood function can be used as the basis for Bayesian inference and posterior intervals are valid for independent and identically distributed observations (Lazar, 2003). However, this is not the case for complex survey data, even if the design is simple random sampling without replacement. We show that the pseudo empirical likelihood, first proposed by Chen and Sitter (1999) and further refined by Wu and Rao (2006), can be used for Bayesian inference under general unequal probability sampling designs. With the non-informative prior, Bayesian pseudo empirical likelihood intervals for the population mean have asymptotically correct coverage probabilities under the design-based framework. Two practically important cases are discussed: (i) the incorporation of known auxiliary population information for the construction of Bayesian intervals using the basic design weights; and (ii) the calculation of Bayesian intervals using weights which have already been calibrated by the known auxiliary information. This is joint work with J.N.K. Rao of Carleton University.