English

Improving multilevel regression and poststratification with structured priors

Methodology 2020-07-17 v4

Abstract

A central theme in the field of survey statistics is estimating population-level quantities through data coming from potentially non-representative samples of the population. Multilevel Regression and Poststratification (MRP), a model-based approach, is gaining traction against the traditional weighted approach for survey estimates. MRP estimates are susceptible to bias if there is an underlying structure that the methodology does not capture. This work aims to provide a new framework for specifying structured prior distributions that lead to bias reduction in MRP estimates. We use simulation studies to explore the benefit of these prior distributions and demonstrate their efficacy on non-representative US survey data. We show that structured prior distributions offer absolute bias reduction and variance reduction for posterior MRP estimates in a large variety of data regimes.

Keywords

Cite

@article{arxiv.1908.06716,
  title  = {Improving multilevel regression and poststratification with structured priors},
  author = {Yuxiang Gao and Lauren Kennedy and Daniel Simpson and Andrew Gelman},
  journal= {arXiv preprint arXiv:1908.06716},
  year   = {2020}
}

Comments

Minor revision. Added plots showing share of simulations where structured priors outperformed baseline priors in MRP

R2 v1 2026-06-23T10:50:48.709Z