Evidence
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More recently, doubly robust estimation has been proposed to combine a non-probability sample with a probability sample that provides high-dimensional covariate information, where variable selection and finite population mean estimation are carried out in two steps and the resulting estimator remains root n consistent if either the sampling probability or the outcome model is correctly specified.
Passages supplied to the Evidence version
Card 2 · Sampling Techniques for Big Data Analysis
Summary In analysing big data for finite population inference, it is critical to adjust for the selection bias in the big data. In this paper, we propose two methods of reducing the selection bias associated with the big data sample. The first method uses a version of inverse sampling by incorporati…
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Summary In analysing big data for finite population inference, it is critical to adjust for the selection bias in the big data. In this paper, we propose two methods of reducing the selection bias associated with the big data sample. The first method uses a version of inverse sampling by incorporating auxiliary information from external sources, and the second one borrows the idea of data integration by combining the big data sample with an independent probability sample. Two simulation studies show that the proposed methods are unbiased and have better coverage rates than their alternatives. In addition, the proposed methods are easy to implement in practice.
Card 3 · Doubly Robust Inference when Combining Probability and Non-Probability Samples with High Dimensional Data
Summary We consider integrating a non-probability sample with a probability sample which provides high dimensional representative covariate information of the target population. We propose a two-step approach for variable selection and finite population inference. In the first step, we use penalized…
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Summary We consider integrating a non-probability sample with a probability sample which provides high dimensional representative covariate information of the target population. We propose a two-step approach for variable selection and finite population inference. In the first step, we use penalized estimating equations with folded concave penalties to select important variables and show selection consistency for general samples. In the second step, we focus on a doubly robust estimator of the finite population mean and re-estimate the nuisance model parameters by minimizing the asymptotic squared bias of the doubly robust estimator. This estimating strategy mitigates the possible first-step selection error and renders the doubly robust estimator root n consistent if either the sampling probability or the outcome model is correctly specified.
Card 4 · On valid descriptive inference from non-probability sample
We examine the conditions under which descriptive inference can be based directly on the observed distribution in a non-probability sample, under both the super-population and quasi-randomisation modelling approaches. Review of existing estimation methods reveals that the traditional formulation of…
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We examine the conditions under which descriptive inference can be based directly on the observed distribution in a non-probability sample, under both the super-population and quasi-randomisation modelling approaches. Review of existing estimation methods reveals that the traditional formulation of these conditions may be inadequate due to potential issues of under-coverage or heterogeneous mean beyond the assumed model. We formulate unifying conditions that are applicable to both type of modelling approaches. The difficulties of empirically validating the required conditions are discussed, as well as valid inference approaches using supplementary probability sampling. The key message is that probability sampling may still be necessary in some situations, in order to ensure the validity of descriptive inference, but it can be much less resource-demanding provided the presence of a big non-probability sample.
Card 5 · Statistical matching of non-Gaussian data
The statistical matching problem is a data integration problem with structured missing data. The general form involves the analysis of multiple datasets that only have a strict subset of variables jointly observed across all datasets. The simplest version involves two datasets, labelled A and B, wit…
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The statistical matching problem is a data integration problem with structured missing data. The general form involves the analysis of multiple datasets that only have a strict subset of variables jointly observed across all datasets. The simplest version involves two datasets, labelled A and B, with three variables of interest $X, Y$ and $Z$. Variables $X$ and $Y$ are observed in dataset A and variables $X$ and $Z$ are observed in dataset $B$. Statistical inference is complicated by the absence of joint $(Y, Z)$ observations. Parametric modelling can be challenging due to identifiability issues and the difficulty of parameter estimation. We develop computationally feasible procedures for the statistical matching of non-Gaussian data using suitable data augmentation schemes and identifiability constraints. Nearest-neighbour imputation is a common alternative technique due to its ease of use and generality. Nearest-neighbour matching is based on a conditional independence assumption tha …
Model-reported card use
Card 2 · fact
Affected output: doubly robust estimation has been proposed to combine a non-probability sample with a probability sample that provides high-dimensional covariate information
Model explanation: This row supplied the concrete prior-work fact that a doubly robust approach integrates a non-probability sample with a probability sample carrying high-dimensional covariate information, which the paragraph's review of data-integration methods had not yet covered.
Card 2 · fact
Affected output: the resulting estimator remains root n consistent if either the sampling probability or the outcome model is correctly specified
Model explanation: This row supplied the specific double-robustness guarantee and its condition, allowing the sentence to state the method's property rather than a generic description.
Card 1 · direction
Affected output: doubly robust estimation has been proposed to combine a non-probability sample with a probability sample
Model explanation: This row established that combining a big data sample with an independent probability sample is a recognized data-integration strategy, guiding the choice to add this class of methods to the literature review.
Card 3 · scope
Affected output: More recently, doubly robust estimation has been proposed
Model explanation: This row framed the role of supplementary probability sampling in non-probability-sample inference, keeping the added sentence scoped to methods that combine the two sample types rather than to non-probability samples alone.