Handling non-probability samples through inverse probability weighting with an application to Statistics Canada’s crowdsourcing data
Articles and reports: 12-001-X202400100004Description: Non-probability samples are being increasingly explored in National Statistical Offices as an alternative to probability samples. However, it is well known that the use of a non-probability sample alone may produce estimates with significant bias due to the unknown nature of the underlying selection mechanism. Bias reduction can be achieved by integrating data from the non-probability sample with data from a probability sample provided that both samples contain auxiliary variables in common. We focus on inverse probability weighting methods, which involve modelling the probability of participation in the non-probability sample. First, we consider the logistic model along with pseudo maximum likelihood estimation. We propose a variable selection procedure based on a modified Akaike Information Criterion (AIC) that properly accounts for the data structure and the probability sampling design. We also propose a simple rank-based method of forming homogeneous post-strata. Then, we extend the Classification and Regression Trees (CART) algorithm to this data integration scenario, while again properly accounting for the probability sampling design. A bootstrap variance estimator is proposed that reflects two sources of variability: the probability sampling design and the participation model. Our methods are illustrated using Statistics Canada’s crowdsourcing and survey data. Issue Number: 2024001Author(s): Beaumont, Jean-François; Bosa, Keven; Brennan, Andrew; Charlebois, Joanne; Chu, KennethMain Product:Survey Methodology