Hierarchical Gaussian Processes for Survey Weighting: Local Equivalent Weights in Structured Populations
stat.ME, stat.ML
Submitted: 2026-10-14
Updated: 2026-10-14
Comments: 48 pages
License: http://creativecommons.org/licenses/by/4.0/
The gist: Regression-based survey weighting connects model-based population estimation with design-based inference through equivalent weights.
Abstract
Regression-based survey weighting connects model-based population estimation with design-based inference through equivalent weights. For nonlinear models, equivalent weights can be defined locally through the sensitivity of a poststratified population estimator. However, conventional regression models may inadequately capture nonlinear relationships and complex interactions across sparse poststratification cells. We develop a survey-weighting framework based on hierarchical Gaussian process (HGP) regression, combining structured group-level effects with kernel-based smoothing to share information across related cells. We derive Gaussian posterior prediction formulas that exploit the structured covariance representation to reduce computational costs. We also establish a uniform convergence result for the posterior predictive mean under stated regularity conditions and construct local equivalent weights by matching the first-order sensitivity of a plug-in poststratified estimand to that of a weighted average of fitted response means, with both derivatives taken with respect to the latent mean-scale vector. Simulations show that HGP achieves lower population-weighted prediction error under nonparametric structure, whereas logistic regression performs well under correct parametric specification. Additional analyses examine sample size, frame coverage, subgroup prediction, and population-mean agreement. An application to the Future of Families and Child Wellbeing Study illustrates the method. Overall, this work extends local equivalent-weight construction to nonparametric modeling and provides a computational framework and conditional theoretical results for survey weighting in structured, sparse populations.
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