Estimation of linear models with anonymised panel data |
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Authors: | Elena Biewen Gerd Ronning |
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Affiliation: | (1) Institute for Applied Economic Research, Ob dem Himmelreich 1, 72074 Tuebingen, Germany;(2) University of Tuebingen, Mohlstrasse 36, 72074 Tuebingen, Germany |
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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. 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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Keywords: | Linear model for panel data Within estimation Anonymisation Multiplicative noise |
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