IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v61y2007i4p407-431.html
   My bibliography  Save this article

Estimation of a linear regression under microaggregation with the response variable as a sorting variable

Author

Listed:
  • Matthias Schmid
  • Hans Schneeweiss
  • Helmut Küchenhoff

Abstract

Microaggregation is a popular statistical disclosure control technique for continuous data. The basic principle of microaggregation is to group the observations in a data set and to replace them by their corresponding group means. However, while reducing the disclosure risk of data files, the technique also affects the results of statistical analyses. The paper deals with the impact of microaggregation on a multiple linear regression in continuous variables. We show that parameter estimates are biased if the dependent variable is used to form the groups. Using this result, we develop a consistent estimator that removes the aggregation bias, and derive its asymptotic covariance matrix.

Suggested Citation

  • Matthias Schmid & Hans Schneeweiss & Helmut Küchenhoff, 2007. "Estimation of a linear regression under microaggregation with the response variable as a sorting variable," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(4), pages 407-431, November.
    • Handle: RePEc:bla:stanee:v:61:y:2007:i:4:p:407-431
    DOI: 10.1111/j.1467-9574.2007.00366.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.2007.00366.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.2007.00366.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Schmid Matthias & Schneeweiss Hans, 2005. "The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(5), pages 529-543, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Schmid, Matthias & Schneeweiss, Hans, 2009. "The effect of microaggregation by individual ranking on the estimation of moments," Journal of Econometrics, Elsevier, vol. 153(2), pages 174-182, December.
    2. Hans Schneeweiss & Daniel Rost & Matthias Schmid, 2012. "Probability and quantile estimation from individually micro-aggregated data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(6), pages 721-742, August.
    3. Thomas Augustin & Helmut Küchenhoff & Matthias Schmid, 2022. "Nachruf Hans Schneeweiß," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 16(2), pages 149-154, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Matthias Schmid, 2006. "Estimation of a linear model under microaggregation by individual ranking," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(3), pages 419-438, September.
    2. López, Alberto, 2011. "The effect of microaggregation on regression results: an application to Spanish innovation data," MPRA Paper 30403, University Library of Munich, Germany.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:61:y:2007:i:4:p:407-431. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.