Estimation of a Linear Model under Microaggregation by Individual Ranking

Schmid, Matthias (2005): Estimation of a Linear Model under Microaggregation by Individual Ranking. Collaborative Research Center 386, Discussion Paper 453

Abstract

Microaggregation by individual ranking is one of the most commonly applied disclosure control techniques for continuous microdata. The paper studies the effect of microaggregation by individual ranking on the least squares estimation of a multiple linear regression model in continuous variables. It is shown that the naive parameter estimates are asymptotically unbiased. Moreover, the naive least squares estimates asymptotically have the same variances as the least squares estimates based on the original (non-aggregated) data. Thus, asymptotically, microaggregation by individual ranking does not induce any efficiency loss on the least squares estimation of a multiple linear regression model.

• Item Type: Paper (Research Paper)
• Keywords: Asymptotic variance, consistent estimation, disclosure control, individual ranking, linear model, microaggregation
• Collections: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English