Depends...
First you have to have an honest sponsor. Unless you are selling your own product, meaning an order isn't shipped until you get paid, the customer will not complain to you except if they get ripped off, too (that is very unlikely). If the sponsor gets paid and the customer receives their order, you really know nothing of the transaction should the sponsor be dishonest. In this case, plan on 100 percent. I do not know what the percentage of sponsors is that think nothing of hiding sales, but I do know it is twice as likely to get ripped off on the Internet as when compared to the real world. I don't even want to get into how many people try and rip you off in the real world, lets just leave this for later.
Any statistic tracker has a % of lost traffic. With server-based trackers (on YOUR server), the percent is minimal but it still exists. With third-party trackers (on any other server except yours), about 20 percent of traffic is lost on a moderately busy site (100,000 - 250,000 hits/month), and it goes up from there. It also depends how much traffic the tracker is handling, as your site is likely not the only one (if it were, the problem wouldn't be as bad).
Now this pertains to actual traffic trackers (such as free traffic stats places), thou I would imagine the sponsor-thing is roughly the same as an image is used most of the time, and that's the way most external traffic statistic trackers work.
These figures are based on my own experience, yours may vary, thou I do believe the figure always falls somewhere between 10 and 50 percent.
Peace out,
Pascal
[edited by: tedster at 7:33 pm (utc) on Mar. 14, 2005]
[edit reason] remove extended signature [/edit]