The Annals of Statistics

A critical threshold for design effects in network sampling

Karl Rohe

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Abstract

Web crawling, snowball sampling, and respondent-driven sampling (RDS) are three types of network sampling techniques used to contact individuals in hard-to-reach populations. This paper studies these procedures as a Markov process on the social network that is indexed by a tree. Each node in this tree corresponds to an observation and each edge in the tree corresponds to a referral. Indexing with a tree (instead of a chain) allows for the sampled units to refer multiple future units into the sample.

In survey sampling, the design effect characterizes the additional variance induced by a novel sampling strategy. If the design effect is some value $\operatorname{DE}$, then constructing an estimator from the novel design makes the variance of the estimator $\operatorname{DE}$ times greater than it would be under a simple random sample with the same sample size $n$. Under certain assumptions on the referral tree, the design effect of network sampling has a critical threshold that is a function of the referral rate $m$ and the clustering structure in the social network, represented by the second eigenvalue of the Markov transition matrix, $\lambda_{2}$. If $m<1/\lambda_{2}^{2}$, then the design effect is finite (i.e., the standard estimator is $\sqrt{n}$-consistent). However, if $m>1/\lambda_{2}^{2}$, then the design effect grows with $n$ (i.e., the standard estimator is no longer $\sqrt{n}$-consistent). Past this critical threshold, the standard error of the estimator converges at the slower rate of $n^{\log_{m}\lambda_{2}}$. The Markov model allows for nodes to be resampled; computational results show that the findings hold in without-replacement sampling. To estimate confidence intervals that adapt to the correct level of uncertainty, a novel resampling procedure is proposed. Computational experiments compare this procedure to previous techniques.

Article information

Source
Ann. Statist., Volume 47, Number 1 (2019), 556-582.

Dates
Received: May 2017
Revised: February 2018
First available in Project Euclid: 30 November 2018

Permanent link to this document
https://projecteuclid.org/euclid.aos/1543568598

Digital Object Identifier
doi:10.1214/18-AOS1700

Mathematical Reviews number (MathSciNet)
MR3909942

Zentralblatt MATH identifier
07036211

Subjects
Primary: 62D99: None of the above, but in this section
Secondary: 60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [See also 90B30, 91D10, 91D35, 91E40]

Keywords
Stochastic blockmodel social network link-tracing Galton–Watson

Citation

Rohe, Karl. A critical threshold for design effects in network sampling. Ann. Statist. 47 (2019), no. 1, 556--582. doi:10.1214/18-AOS1700. https://projecteuclid.org/euclid.aos/1543568598


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Supplemental materials

  • Supplement: Proofs for Sections 3 and 4. Due to space constraints, this supplement contains the proofs for the results in Sections 3 and 4. Moreover, it contains an addition computational experiment to study the widths of the bootstrap confidence intervals.