Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31097
Authors: 
Schmid, Matthias
Year of Publication: 
2006
Series/Report no.: 
Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 472
Abstract: 
Microaggregation is one of the most important 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. In this paper, we consider single-axis sorting, a frequently applied microaggregation technique where the formation of groups depends on the magnitude of a sorting variable related to the variables in the data set. The paper deals with the impact of this technique on a linear model in continuous variables. We show that parameter estimates are asymptotically biased if the sorting variable depends on the response variable of the linear model. Using this result, we develop a consistent estimator that removes the aggregation bias. Moreover, we derive the asymptotic covariance matrix of the corrected least squares estimator.
Subjects: 
Asymptotic variance
consistent estimation
disclosure control
linear model
microaggregation
sorting variable
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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