Premium
Estimation of a linear regression under microaggregation with the response variable as a sorting variable
Author(s) -
Schmid Matthias,
Schneeweiss Hans,
Küchenhoff Helmut
Publication year - 2007
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2007.00366.x
Subject(s) - mathematics , statistics , linear regression , estimator , covariance matrix , covariance , variable (mathematics) , data set , analysis of covariance , regression analysis , variables , econometrics , mathematical analysis
Microaggregation is a popular statistical disclosure control technique for continuous data. The basic principle of microaggregation is to group the observations in a data set and to replace them by their corresponding group means. However, while reducing the disclosure risk of data files, the technique also affects the results of statistical analyses. The paper deals with the impact of microaggregation on a multiple linear regression in continuous variables. We show that parameter estimates are biased if the dependent variable is used to form the groups. Using this result, we develop a consistent estimator that removes the aggregation bias, and derive its asymptotic covariance matrix.