An approximate Bayesian inference on propensity score estimation under unit nonresponse

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Nonresponse weighting adjustment using the response propensity score is a popular tool for handling unit nonresponse. Statistical inference after the nonresponse weighting adjustment is an important problem and Taylor linearization method is often used to reflect the effect of estimating the propensity score weights. In this article, we propose an approximate Bayesian approach to handle unit nonresponse with parametric model assumptions on the response probability, but without model assumptions for the outcome variable. The proposed Bayesian method is calibrated to the frequentist inference in that the credible region obtained from the posterior distribution asymptotically matches to the frequentist confidence interval obtained from the Taylor linearization method. The proposed Bayesian method is also extended to incorporate the auxiliary information from full sample. Results from limited simulation studies confirm the validity of the proposed methods. The proposed method is applied to data from a Korean longitudinal survey.