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Data Integration by Combining Big Data and Survey Sample Data for Finite Population Inference

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  • Jae‐Kwang Kim
  • Siu‐Ming Tam

Abstract

The statistical challenges in using big data for making valid statistical inference in the finite population have been well documented in literature. These challenges are due primarily to statistical bias arising from under‐coverage in the big data source to represent the population of interest and measurement errors in the variables available in the data set. By stratifying the population into a big data stratum and a missing data stratum, we can estimate the missing data stratum by using a fully responding probability sample and hence the population as a whole by using a data integration estimator. By expressing the data integration estimator as a regression estimator, we can handle measurement errors in the variables in big data and also in the probability sample. We also propose a fully nonparametric classification method for identifying the overlapping units and develop a bias‐corrected data integration estimator under misclassification errors. Finally, we develop a two‐step regression data integration estimator to deal with measurement errors in the probability sample. An advantage of the approach advocated in this paper is that we do not have to make unrealistic missing‐at‐random assumptions for the methods to work. The proposed method is applied to the real data example using 2015–2016 Australian Agricultural Census data.

Suggested Citation

  • Jae‐Kwang Kim & Siu‐Ming Tam, 2021. "Data Integration by Combining Big Data and Survey Sample Data for Finite Population Inference," International Statistical Review, International Statistical Institute, vol. 89(2), pages 382-401, August.
    • Handle: RePEc:bla:istatr:v:89:y:2021:i:2:p:382-401
    DOI: 10.1111/insr.12434
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    References listed on IDEAS

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    1. Jae Kwang Kim & J. N. K. Rao, 2009. "A unified approach to linearization variance estimation from survey data after imputation for item nonresponse," Biometrika, Biometrika Trust, vol. 96(4), pages 917-932.
    2. Jae Kwang Kim & Mingue Park, 2010. "Calibration Estimation in Survey Sampling," International Statistical Review, International Statistical Institute, vol. 78(1), pages 21-39, April.
    3. David J. Hand, 2018. "Statistical challenges of administrative and transaction data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 555-605, June.
    4. Li‐Chun Zhang, 2012. "Topics of statistical theory for register‐based statistics and data integration," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(1), pages 41-63, February.
    5. Niels Keiding & Thomas A. Louis, 2016. "Perils and potentials of self-selected entry to epidemiological studies and surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(2), pages 319-376, February.
    6. Siu-Ming Tam & Frederic Clarke, 2015. "Big Data, Official Statistics and Some Initiatives by the Australian Bureau of Statistics," International Statistical Review, International Statistical Institute, vol. 83(3), pages 436-448, December.
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    Cited by:

    1. Ieva Burakauskaitė & Andrius Čiginas, 2023. "An Approach to Integrating a Non-Probability Sample in the Population Census," Mathematics, MDPI, vol. 11(8), pages 1-14, April.
    2. Medous, Estelle & Goga, Camelia & Ruiz-Gazen, Anne & Beaumont, Jean-François & Dessertaine, Alain & Puech, Pauline, 2022. "QR Prediction for Statistical Data Integration," TSE Working Papers 22-1344, Toulouse School of Economics (TSE).
    3. Chien-Min Huang & F. Jay Breidt, 2023. "A dual-frame approach for estimation with respondent-driven samples," METRON, Springer;Sapienza Università di Roma, vol. 81(1), pages 65-81, April.

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