SDS Seminar Series - Ryan Giordano, University of California, Berkeley

Sep

2025

2:00 pm – 3:00 pm

In Person (view details)

Featured Speaker(s): Ryan Giordano

Cost: Free

Local Weighting--Based Diagnostics for Bayesian Multilevel Regression with Poststratification

Description

The Fall 2025 SDS Seminar Series continues on September 26th from 2:00 p.m. to 3:00 p.m. with Dr. Ryan Giordano (Assistant Professor, Department of Statistics and Data Sciences, University of California, Berkeley). This event is in-person in POB 6.304.

Title: Local Weighting--Based Diagnostics for Bayesian Multilevel Regression with Poststratification

Abstract: Multilevel Regression with Poststratification (MrP) has become a workhorse method for estimating population quantities using non-probability surveys, and is the primary alternative to traditional survey calibration weights, e.g. as computed by raking. For simple linear regression models, MrP methods admit "equivalent weights", allowing for direct comparisons between MrP and traditional calibration weights (Gelman 2006). In the present paper, we develop a more general framework for computing and interpreting "MrP approximate weights" (MrPaw), which admit direct comparison with calibration weights in terms of important diagnostic quantities such as covariate balance, frequentist sampling variability, and partial pooling. MrPaw is based on a local equivalent weighting approximation, which we show in theory and practice to be accurate. Importantly, MrPaw can be easily computed based on existing MCMC samples and conveniently wraps standard MrP software implementations. We illustrate our approach for several canonical studies that use MrP, including for the binary outcome of vote choice, showing a high degree of variability in the performance of MrP models in terms of frequentist diagnostics relative to raking.