My wife got a call from this number they said "we are calling to confirm your location." and that she should call them back at 1-866-250-6007.
Obviously some type of soliciting call or scam, but how do they benefit from calling random people to see if they will answer? Do they sell active phone numbers?

Got the same call, Called 866-250-6007 back and was advised by the person who answered that they were a collection agency, though he would provide no details as to whom they collect for.

This is the company website:

http://www.gsbcollect.com/