Through shadow profiles, third-party submissions, cross-site cookie tracking, and integration of offline data records, this almost certainly is absolutely false.

Unless you've directly pursued all legal (or otherwise) mechanisms to ascertain this directly, the best you can say is that you're unaware of any information that's been acquired, and that you didn't knowingly or intentionally contribute any yourself.

The article here describes precisely this practice, in its fourth paragraph and following, in the section titled "Data Enrichment":

For a very low price, data enrichment companies allow you to take a single piece of information on a person (such as a name or email address), and expand (or enrich) that user profile to include hundreds of additional new data points of information. As seen with the Exactis data breach, collected information on a single person can include information such as household sizes, finances and income, political and religious preferences, and even a person’s preferred social activities.

Please let's put this canard to rest.

Facebook has a lot of personal information about you even if you have never had a Facebook account. For example: your GPS location data, approximate age, gender, ethnicity....

Welcome to the future komrade. Sadly, it's not a matter of just "not giving them" your location data. Your devices supply it.

And your friends too. I dutifully kept a new number out of FB until a friend messaged me with, is this your number right? Xxx-xxx-xxx. They can also tag you and auto tag you through face recognition.