Prior Choice for the Variance Parameter in the Multilevel Regression and Poststratification Approach for Highly Selective Data. A Monte Carlo Simulation Study.
The multilevel and poststratification approach is commonly used to draw valid inference from (non-probabilistic) surveys. This Bayesian approach includes varying regression coefficients for which prior distributions of their variance parameter must be specified. The choice of the distribution is fa...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2022-08-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1361 |