Partial identification in the statistical matching problem

Daniel Ahfock, Saumyadipta Pyne, Sharon X. Lee and Geoffrey J. McLachlan

Computational Statistics & Data Analysis, 2016, vol. 104, issue C, 79-90

Abstract: The statistical matching problem involves the integration of multiple datasets where some variables are not observed jointly. This missing data pattern leaves most statistical models unidentifiable. Statistical inference is still possible when operating under the framework of partially identified models, where the goal is to bound the parameters rather than to estimate them precisely. In many matching problems, developing feasible bounds on the parameters is equivalent to finding the set of positive-definite completions of a partially specified covariance matrix. Existing methods for characterising the set of possible completions do not extend to high-dimensional problems. A Gibbs sampler to draw from the set of possible completions is proposed. The variation in the observed samples gives an estimate of the feasible region of the parameters. The Gibbs sampler extends easily to high-dimensional statistical matching problems.

Keywords: Data integration; Missing data; Positive-definite matrix completion; Statistical matching (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:104:y:2016:i:c:p:79-90

DOI: 10.1016/j.csda.2016.06.005

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