There's no way to them to get that interstitial data without having code analyzed/reporting per-page on the site (either backend Apache-log analysis or something like Google Analytics). Alexa did this for a while with their "embed your site's score", but that was too easily gamed so it was discontinued as a metric source.
A good way of understanding the popularity of a website is google trend. This article on Techcrunch shows an example of obvious bad data with Hitwise (which can be applied to Alexa and Compete as well): http://www.techcrunch.com/2009/03/20/new-hitwise-stats-show-...
At the end of the day, everyone who owns a blog or a website (myself included) has been able to experience first hand how flawed the data from such companies are by simply comparing them with their own google analytics data :-)
They get a lot of their data by purchasing ISP traffic logs and parsing it. The browser data only serves as a much smaller "focus group" pool of users.
In the UK there is the ABC (Audit Bureau of Circulation IIRC) to whom you can send your Apache logs and they'll give you an official number. This is where magazine readership figures come from too. Having a neutral third party do it is important for advertisers.
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[ 4.2 ms ] story [ 29.4 ms ] threadOther sites, like Comscore, use various methods like router-level analysis & client-side monitoring software (like Nielson w/ TVs).
In the end, no method is 100% accurate and the best analysis comes from looking at various sources & taking it all with a grain of salt.
it seems like collecting data like search engine queries, number of inbound links to the site might also be used. no?
At the end of the day, everyone who owns a blog or a website (myself included) has been able to experience first hand how flawed the data from such companies are by simply comparing them with their own google analytics data :-)