| Popis: |
Integration of probabilistic and non-probabilistic samples for the estimation of finite population totals (or means) has recently received considerable attention in the field of survey sampling; yet, to the best of our knowledge, this framework has not been extended to cumulative distribution function (CDF) estimation. To address this gap, we propose a novel CDF estimator that integrates data from probability samples with data from (potentially large) nonprobability samples. Assuming that a set of shared covariates are observed in both samples, while the response variable is observed only in the latter, the proposed estimator uses a survey-weighted empirical CDF of regression residuals trained on the convenience sample to estimate the CDF of the response variable. Under some regularity conditions, we show that our CDF estimator is both design-consistent for the finite population CDF and asymptotically normally distributed. Additionally, we define and study a quantile estimator based on the proposed CDF estimator. Furthermore, we use both the bootstrap and asymptotic formulae to estimate their respective sampling variances. Our empirical results show that the proposed CDF estimator is robust to model misspecification under ignorability, and robust to ignorability under model misspecification. When both assumptions are violated, our residual-based CDF estimator still outperforms its 'plug-in' mass imputation and naive siblings, albeit with noted decreases in efficiency. |
