Deep Neural Networks for Doubly Robust Estimation with Nonprobability Survey Samples

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Dai, Yufang, Luo, Shihua, Lou, Wendy, Wang, Zilin, Lu, Xuewen
Format: Preprint
Publié: 2026
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866913168450650112
author Dai, Yufang
Luo, Shihua
Lou, Wendy
Wang, Zilin
Lu, Xuewen
author_facet Dai, Yufang
Luo, Shihua
Lou, Wendy
Wang, Zilin
Lu, Xuewen
contents Integrating probability and nonprobability survey samples is an important problem in modern survey sampling. Nonprobability samples often contain rich outcome information but may lack population representativeness, whereas probability samples provide design-based auxiliary information but may not contain the study variable. We propose a deep neural network (DNN)-assisted doubly robust framework for estimating the finite population mean from these two data sources. The proposed method models the logit sampling score for the nonprobability sample as an unknown nonparametric function and estimates it by maximizing a pseudo-likelihood that combines information from the nonprobability sample and a reference probability sample. The DNN parameters are optimized using the ADAM algorithm. The resulting DNN-estimated sampling scores are incorporated into a DNN-assisted inverse-probability weighted estimator and a deep doubly robust estimator. We establish consistency and convergence rates under regularity conditions and evaluate the finite-sample performance of the proposed estimators through simulation studies and an empirical application using Pew Research Center and Behavioral Risk Factor Surveillance System data. The results suggest that the proposed estimators can improve robustness to parametric propensity-score misspecification, especially when the true selection mechanism is nonlinear.
format Preprint
id arxiv_https___arxiv_org_abs_2605_28762
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Deep Neural Networks for Doubly Robust Estimation with Nonprobability Survey Samples
Dai, Yufang
Luo, Shihua
Lou, Wendy
Wang, Zilin
Lu, Xuewen
Statistics Theory
Applications
Computation
Methodology
Machine Learning
62D05, 62G05 (Primary) 62J02, 62M45 (Secondary)
Integrating probability and nonprobability survey samples is an important problem in modern survey sampling. Nonprobability samples often contain rich outcome information but may lack population representativeness, whereas probability samples provide design-based auxiliary information but may not contain the study variable. We propose a deep neural network (DNN)-assisted doubly robust framework for estimating the finite population mean from these two data sources. The proposed method models the logit sampling score for the nonprobability sample as an unknown nonparametric function and estimates it by maximizing a pseudo-likelihood that combines information from the nonprobability sample and a reference probability sample. The DNN parameters are optimized using the ADAM algorithm. The resulting DNN-estimated sampling scores are incorporated into a DNN-assisted inverse-probability weighted estimator and a deep doubly robust estimator. We establish consistency and convergence rates under regularity conditions and evaluate the finite-sample performance of the proposed estimators through simulation studies and an empirical application using Pew Research Center and Behavioral Risk Factor Surveillance System data. The results suggest that the proposed estimators can improve robustness to parametric propensity-score misspecification, especially when the true selection mechanism is nonlinear.
title Deep Neural Networks for Doubly Robust Estimation with Nonprobability Survey Samples
topic Statistics Theory
Applications
Computation
Methodology
Machine Learning
62D05, 62G05 (Primary) 62J02, 62M45 (Secondary)
url https://arxiv.org/abs/2605.28762