Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/31097 
Autor:innen: 
Erscheinungsjahr: 
2006
Schriftenreihe/Nr.: 
Discussion Paper No. 472
Verlag: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Zusammenfassung: 
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.
Schlagwörter: 
Asymptotic variance
consistent estimation
disclosure control
linear model
microaggregation
sorting variable
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