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The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study

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  • Schmid Matthias

    () (University of Munich, Department of Statistics, Ludwigstrasse 33, D-80539 Munich, Germany)

  • Schneeweiss Hans

    () (University of Munich, Department of Statistics, Akademiestrasse 1, D-80799 Munich, Germany)

Abstract

Microaggregation is a set of procedures that distort empirical data in order to guarantee their factual anonymity. At the same time the information content of data sets should not be reduced too much and should still be useful for scientific research. This paper investigates the effect of microaggregation on the estimation of a linear regression by ordinary least squares. It studies, by way of an extensive simulation experiment, the bias of the slope parameter estimator induced by various microaggregation techniques. Some microaggregation procedures lead to consistent estimates while others imply an asymptotic bias for the estimator.

Suggested Citation

  • 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.
  • Handle: RePEc:jns:jbstat:v:225:y:2005:i:5:p:529-543
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    References listed on IDEAS

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    1. Feige, Edgar L & Watts, Harold W, 1972. "An Investigation of the Consequences of Partial Aggregation of Micro-Economic Data," Econometrica, Econometric Society, vol. 40(2), pages 343-360, March.
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    Cited by:

    1. López, Alberto, 2011. "The effect of microaggregation on regression results: an application to Spanish innovation data," MPRA Paper 30403, University Library of Munich, Germany.
    2. 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.

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