Estimation of linear models with anonymised panel data

Estimation of linear models with anonymised panel data

The paper analyses the biasing effect of anonymising micro data by multiplicative stochastic noise on the within estimation of a linear panel model. In short panels, additional bias results from serially correlated regressors.

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Veröffentlicht in:Advances in statistical analysis : AStA : a journal of the German Statistical Society 2008-01, Vol.92 (4), p.423-438
Hauptverfasser: Biewen, Elena, Ronning, Gerd
Format: Artikel
Sprache:eng
Schlagworte:
Econometrics
Economics
Estimation
Finance
Insurance
Linear models
Management
Mathematics and Statistics
Microeconomics
Original Paper
Panel data
Probability Theory and Stochastic Processes
Statistical methods
Statistics
Statistics for Business
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Beschreibung
Zusammenfassung:The paper analyses the biasing effect of anonymising micro data by multiplicative stochastic noise on the within estimation of a linear panel model. In short panels, additional bias results from serially correlated regressors.
ISSN:1863-8171
1863-818X
DOI:10.1007/s10182-008-0088-8