Methods for Combining Probability and Nonprobability Samples Under Unknown Overlaps

Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size. Estimation of a population quantity derived from a convenience sample will typically result in bias since the distribution of variables of interest in the convenience sample is different from the population. A recent set of approaches estimates conditional (on sampling design predictors) inclusion probabilities for convenience sample units by specifying reference sample-weighted pseudo likelihoods. This paper introduces a novel approach that derives the propensity score for the observed sample as a function of conditional inclusion probabilities for the reference and convenience samples as our main result. Our approach allows specification of an exact likelihood for the observed sample. We construct a Bayesian hierarchical formulation that simultaneously estimates sample propensity scores and both conditional and reference sample inclusion probabilities for the convenience sample units. We compare our exact likelihood with the pseudo likelihoods in a Monte Carlo simulation study.Comment: 32 pages, 8 figure

Methods for combining probability and nonprobability samples under unknown overlaps

Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective sample size. Estimation of a population quantity derived from a convenience sample will typically result in bias since the distribution of variables of interest in the convenience sample is different from the population distribution. A recent set of approaches estimates inclusion probabilities for convenience sample units by specifying reference sample-weighted pseudo likelihoods. This paper introduces a novel approach that derives the propensity score for the observed sample as a function of inclusion probabilities for the reference and convenience samples as our main result. Our approach allows specification of a likelihood directly for the observed sample as opposed to the approximate or pseudo likelihood. We construct a Bayesian hierarchical formulation that simultaneously estimates sample propensity scores and the convenience sample inclusion probabilities. We use a Monte Carlo simulation study to compare our likelihood based results with the pseudo likelihood based approaches considered in the literature