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The effect of microaggregation by individual ranking on the estimation of moments

[Zeitschriftenartikel]

Schmid, Matthias; Schneeweiss, Hans

Zitationshinweis

Bitte beziehen Sie sich beim Zitieren dieses Dokumentes immer auf folgenden Persistent Identifier (PID):http://nbn-resolving.de/urn:nbn:de:0168-ssoar-254577

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Abstract Microaggregation by individual ranking (IR) is an important technique for masking confidential econometric data. While being a successful method for controlling the disclosure risk of observations, IR also affects the results of statistical analyses. We conduct a theoretical analysis on the estimation of arbitrary moments from a data set that has been anonymized by means of the IR method. We show that classical moment estimators remain both consistent and asymptotically normal under weak assumptions. This theory provides the justification for applying standard statistical estimation techniques to the anonymized data without having to correct for a possible bias caused by anonymization.
Klassifikation Erhebungstechniken und Analysetechniken der Sozialwissenschaften; Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Freie Schlagwörter Consistent estimation; Disclosure control; Individual ranking; Microaggregation; General moments;
Sprache Dokument Englisch
Publikationsjahr 2009
Seitenangabe S. 174-182
Zeitschriftentitel Journal of Econometrics, 153 (2009) 2
DOI http://dx.doi.org/10.1016/j.jeconom.2009.06.001
Status Postprint; begutachtet (peer reviewed)
Lizenz PEER Licence Agreement (applicable only to documents from PEER project)
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