Survey data often arises from complex sampling designs, such as stratified or multistage sampling, with unequal inclusion probabilities. When sampling is informative, traditional inference methods yield biased estimators and poor coverage. Classical pseudo-likelihood-based methods provide accurate asymptotic inference but lack finite-sample uncertainty quantification and the ability to integrate prior information. Existing Bayesian approaches, like the Bayesian pseudo-posterior estimator and weighted finite population Bayesian bootstrap, have limitations; the former struggles with uncertainty quantification, while the latter is computationally intensive and sensitive to bootstrap replicates. We propose the Survey-adjusted Weighted Likelihood Bootstrap (S-WLB), a computationally efficient framework that accounts for informative sampling by resampling random weights from a carefully chosen distribution centered around the underlying sampling weights. We establish conditional consistency and asymptotic normality of the S-WLB, showing that its uncertainty intervals are asymptotically valid. We further develop the Survey-adjusted Posterior Bootstrap (S-PB), which extends S-WLB to incorporate prior information. Using an Edgeworth expansion, we characterize the second-order influence of the prior on S-PB while retaining the first-order asymptotic properties inherited from S-WLB. We demonstrate the performance of the proposed methods through simulations and applications to nationally representative survey datasets like NHANES and NSDUH.

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