A Quantile Regression Approach to Combining Probability and Nonprobability Surveys Under Nonignorable Selection

Music City Center 

A challenge with combining probability and nonprobability surveys is that the mechanism of selection into the nonprobability sample may depend on the variable of interest. Many existing methods to combine probability and nonprobability samples ignore this type of nonignorable selection. We postulate a quantile regression model that naturally supplies an instrumental variable. This enables us to propose a method to combine probability and nonprobability samples that accounts for the possibility of nonignorable selection.