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The effect of microaggregation on regression results: an application to Spanish innovation data

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  • López, Alberto

Abstract

Microaggregation is a technique for masking confidential data by aggregation. The aim of this paper is to analyze the extent to which microaggregated data can be used for rigorous empirical research. In doing this, I adopt an empirical perspective. I use data from the Technological Innovation Panel (PITEC) and compare regression results using both original and anonymized data. PITEC is a new firm-level panel data base for innovative activities of Spanish firms based on CIS data. I find that the microaggregation procedure used has a slight effect on the coefficient estimates and their estimated standard errors, especially when estimating linear models.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 30403.

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Date of creation: Jan 2011
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Handle: RePEc:pra:mprapa:30403

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Keywords: Microaggregation; Individual ranking; Bias; Innovation data;

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  1. Mairesse ,Jacques & Mohnen,Pierre, 2001. "To Be Or Not To Be Innovative: An Exercise In Measurement," Research Memorandum 038, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  2. Crepon, B. & Duguet, E. & Mairesse, J., 1998. "Research Investment, Innovation and Productivity: An Econometric Analysis at the Firm Level," Papiers d'Economie Mathématique et Applications 98.15, Université Panthéon-Sorbonne (Paris 1).
  3. Lopez, Alberto, 2008. "Determinants of R&D cooperation: Evidence from Spanish manufacturing firms," International Journal of Industrial Organization, Elsevier, vol. 26(1), pages 113-136, January.
  4. 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.
  5. Bruno Crépon & Emmanuel Duguet & Jacques Mairesse, 1998. "Research, Innovation and Productivity : An Econometric Analysis at the Firm Level," Working Papers 98-33, Centre de Recherche en Economie et Statistique.
  6. Bernard, A., 1997. "Exceptional Exporter Performance: Cause, Effect, or Both?," Working papers 97-21, Massachusetts Institute of Technology (MIT), Department of Economics.
  7. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
  8. repec:dgr:umamer:2001038 is not listed on IDEAS
  9. Ronning, Gerd, 2005. "Randomized response and the binary probit model," Economics Letters, Elsevier, vol. 86(2), pages 221-228, February.
  10. Matthias Schmid & Hans Schneeweiss, 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), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(5), pages 529-543, September.
  11. repec:fth:inseep:9833 is not listed on IDEAS
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