While I know its tough to implement, you should try and set up your websites so that you know who is playing where. This obviously works better if you have a login system set up for the site, and there are a few more variables. But just one example:
(1) PlayerA visits your site. Goes to casino reviews. Visits 3 reviews, and the last trace of him on your site is at XXXCasino.
(2) You check your stats later, and XXXCasino has one new player signed up and already deposited.
Obviously by that you can deduce from this that PlayerA plays at XXXCasino. Make a note of it in a spreadsheet. If you notice him disappear after a month, perhaps get in contact with him and ask why.
I did this previously for a poker room. Someone played there for two months solid, generating a ton of revenue, then stopped playing. He was a user set up with my site already(older site – not this one) and I contacted him to ask why he had disappeared for a month. That feedback is great because (1) you get to understand individuals reasons more, (2) you know there’s no shady business going on with the site in question and (3) you can work to get that person back, or at another site, or talk to the site in question if the reason was something like “Support was really bad” or “they screwed me out of a bonus”.