Data Fusion for Joining Income and Consumtion Information using Different Donor-Recipient Distance Metrics

Faculty/Professorship: Statistics and Econometrics 
Author(s): Meinfelder, Florian  ; Schaller, Jannik
Title of the Journal: Journal of official statistics : JOS
ISSN: 2001-7367, 0282-423X
Publisher Information: Berlin : de Gruyter
Year of publication: 2022
Volume: 38
Issue: 2
Pages: 509-532
Language(s): English
DOI: 10.2478/jos-2022-0024
Data fusion describes the method of combining data from (at least) two initially independent data sources to allow for joint analysis of variables which are not jointly observed. The fundamental idea is to base inference on identifying assumptions, and on common variables which provide information that is jointly observed in all the data sources. A popular class of methods dealing with this particular missing-data problem in practice is based on covariatebased nearest neighbour matching, whereas more flexible semi- or even fully parametric approaches seem underrepresented in applied data fusion. In this article we compare two different approaches of nearest neighbour hot deck matching: One, Random Hot Deck, is a variant of the covariate-based matching methods which was proposed by Eurostat, and can be considered as a ’classical’ statistical matching method, whereas the alternative approach is based on Predictive Mean Matching. We discuss results from a simulation study where we deviate from previous analyses of marginal distributions and consider joint distributions of fusion variables instead, and our findings suggest that Predictive Mean Matching tends to outperform Random Hot Deck.
GND Keywords: Datenfusion; Fehlende Daten; Nächste-Nachbarn-Problem; Einkommensstatistik; Statistisches Modell
Keywords: Statistical matching, missing data, predictive mean matching, nearest neighbour Imputation, missing-by-design pattern
DDC Classification: 330 Economics  
RVK Classification: QH 235   
Peer Reviewed: Ja
International Distribution: Ja
Type: Article
Release Date: 10. January 2023