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Estimation of linear models with anonymised panel data

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Abstract

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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Authors and Affiliations

  1. Institute for Applied Economic Research, Ob dem Himmelreich 1, 72074, Tuebingen, Germany

    Elena Biewen

  2. University of Tuebingen, Mohlstrasse 36, 72074, Tuebingen, Germany

    Gerd Ronning

Authors
  1. Elena Biewen
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  2. Gerd Ronning
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Corresponding author

Correspondence to Elena Biewen.

Additional information

Results in this paper are related to the project “Firms’ Panel Data and Factual Anonymisation,” which is financed by Federal Ministry of Education and Research. We would like to thank the anonymous referees for helpful comments.

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Biewen, E., Ronning, G. Estimation of linear models with anonymised panel data. AStA Adv Stat Anal 92, 423–438 (2008). https://doi.org/10.1007/s10182-008-0088-8

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  • DOI: https://doi.org/10.1007/s10182-008-0088-8

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