TY - JOUR ID - discovery10056606 AV - public KW - Markov chain Monte Carlo sampling KW - Millennium Cohort Study KW - Missing data KW - Weighted bootstrap EP - 1081 N1 - This version is the author accepted manuscript. For information on re-use, please refer to the publisher?s terms and conditions. JF - Journal of the Royal Statistical Society: Series C (Applied Statistics) IS - 4 SN - 1467-9876 PB - WILEY VL - 67 SP - 1071 N2 - Many data sets, especially from surveys, are made available to users with weights. Where the derivation of such weights is known, this information can often be incorporated in the user's substantive model (model of interest). When the derivation is unknown, the established procedure is to carry out a weighted analysis. However, with non?trivial proportions of missing data this is inefficient and may be biased when data are not missing at random. Bayesian approaches provide a natural approach for the imputation of missing data, but it is unclear how to handle the weights. We propose a weighted bootstrap Markov chain Monte Carlo algorithm for estimation and inference. A simulation study shows that it has good inferential properties. We illustrate its utility with an analysis of data from the Millennium Cohort Study. A1 - Goldstein, H A1 - Carpenter, J A1 - Kenward, MG Y1 - 2018/08/01/ UR - http://doi.org/10.1111/rssc.12259 TI - Bayesian models for weighted data with missing values: a bootstrap approach ER -