Correcting Selection Bias in a Non-probability Two-phase Payment Survey
Articles and reports: 11-522-X202500100007Description: This paper employs the Pseudo Maximum Likelihood (PML) estimator to the non-probability two-phase sampling when relevant auxiliary information is available from both probability survey sample and non-probability survey sample. To accommodate various weight adjustments and estimates variance beyond totals and means such as medians and quantiles, a simplified pseudo-population bootstrap procedure is proposed to approximately estimate the second-phase variance. Specifically, the simplification ignores the second phase sampling variability (i.e., treated as fixed, while in fact it is random), if the first-phase sampling fraction of the non-probability sample is negligible. Using the Bank of Canada 2020 Cash Alternative Survey Wave 2, the performance of the proposed method is compared to alternative methods, which either do not explicitly model the selection probability (i.e., raking) or ignore the valuable information from Phase 1 (i.e., Phase-2-Only). The results show that the PML-based approach performs better than raking and Phase-2-Only estimates in terms of reducing the selection bias for both phases' payment-related variables, especially for the low-response youth group. Estimated variances of the PML-based estimates are stable.
Issue Number: 2025001Author(s): Tsang, John; Chen, HengMain Product:Statistics Canada International Symposium Series: Proceedings