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Summary 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...
Persistent link: https://www.econbiz.de/10014609065
The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we...
Persistent link: https://www.econbiz.de/10010264605
Microaggregation is a set of procedures that distort empirical data in order to guarantee the factual anonymity of the data. 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 in- vestigates the...
Persistent link: https://www.econbiz.de/10010266171
Microaggregation is one of the most frequently applied statistical disclosure control techniques 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...
Persistent link: https://www.econbiz.de/10010266180
A problem statistical offices are increasingly faced with is guaranteeing confidentiality when releasing microdata sets. One method to provide safe microdata is to reduce the information content of a data set by means of masking procedures. A widely discussed masking procedure is...
Persistent link: https://www.econbiz.de/10010266238
Hans Schneeweiß is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB studied mathematics and physics and received his Ph. D. degree from the Johann-Wolfgang-Goethe University, Frankfurt, in 1960. He was member of...
Persistent link: https://www.econbiz.de/10000655961
Persistent link: https://www.econbiz.de/10000704003
we prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiased) linear score estimators, in the sense that the difference of the asymptotic covariance matrices of the linear score and quasi-score estimator is positive semi-definite. We also give conditions...
Persistent link: https://www.econbiz.de/10003310102
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