Estimation of a linear model in transformed variables under microaggregation by individual ranking

被引：2
|
作者：
Schmid, Matthias [1 ]
Schneeweiss, Hans [2 ]
机构：
[1] Univ Erlangen Nurnberg, Inst Med Informat Biometrie & Epidemiol, D-91054 Erlangen, Germany
[2] Univ Munich, Inst Stat, D-80539 Munich, Germany
来源：
ASTA-ADVANCES IN STATISTICAL ANALYSIS | 2008年 / 92卷 / 04期
关键词：
Microaggregation; Individual ranking; Linear model; Variable transformation; Consistent estimation; Disclosure control;
D O I：
10.1007/s10182-008-0087-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the least squares estimation of a linear regression model in transformed variables from a data set that has been microaggregated by means of the individual ranking method. It is shown that the least squares estimators are consistent even in the case where variable transformations are carried out after microaggregation. Applying individual ranking techniques to a data set thus guarantees the analytical validity of the microaggregated data for a wide class of statistical models.
引用
收藏
页码：359 / 374
页数：16
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