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

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Schmid, Matthias; Schneeweiss, Hans

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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.
Classification Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods; Economic Statistics, Econometrics, Business Informatics
Free Keywords Consistent estimation; Disclosure control; Individual ranking; Microaggregation; General moments;
Document language English
Publication Year 2009
Page/Pages p. 174-182
Journal Journal of Econometrics, 153 (2009) 2
Status Postprint; peer reviewed
Licence PEER Licence Agreement (applicable only to documents from PEER project)