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

Meinfelder Florian () and Schaller Jannik ()
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Meinfelder Florian: University of Bamberg, Statistics and Econometrics, Feldkirchenstraße 21, 96052 Bamberg, Germany.
Schaller Jannik: Federal Statistical Office of Germany (Destatis), Gustav-Stresemann-Ring 11, 65189 Wiesbaden, Germany.

Journal of Official Statistics, 2022, vol. 38, issue 2, 509-532

Abstract: 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 covariate-based 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.

Keywords: Statistical matching; missing data; predictive mean matching; nearest neighbour Imputation; missing-by-design pattern (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:offsta:v:38:y:2022:i:2:p:509-532:n:7

DOI: 10.2478/jos-2022-0024

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