Reference Bayesian methods for recapture models with heterogeneity

In the context of capture-recapture experiments heterogeneous capture probabilities are often perceived as one of the most challenging features to be incorporated in statistical models. In this paper we propose within a Bayesian framework a new modeling strategy for inference on the unknown population size in the presence of heterogeneity of subject characteristics. Our approach is attractive in that parameters are easily interpretable. Moreover, no parametric distributional assumptions are imposed on the latent distribution of individual heterogeneous propensities to be captured. Bayesian inference based on marginal likelihood by-passes some common identifiability issues, and a formal default prior distribution can be derived. Alternative default prior choices are considered and compared. Performance of our formal default approach is favorably evaluated with two real data sets and with a small simulation study. © Sociedad de Estadística e Investigación Operativa 2009.