Estimation of the Probit Model from Anonymized Micro Data

Gerd Ronning and Martin Rosemann

No 25, IAW Discussion Papers from Institut für Angewandte Wirtschaftsforschung (IAW)

Abstract: The demand of scientists for confidential micro data from official sources has created discussion of how to anonymize these data in such a way that they can be given to the scientific community. We report results from a German project which exploits various options of anonymization for producing such ”scientific-use- files”. The main concern in the project however is whether estimation of stochastic models from these perturbed data is possible and – more importantly – leads to reliable results. In this paper we concentrate on estimation of the probit model under the assumption that only anonymized data are available. In particular we assume that the binary dependent variable has undergone post-randomization (PRAM) and that the set of explanatory variables has been perturbed by addition of noise. We employ a maximum likelihood estimator which is consistent if only the dependent variable has been anonymized by PRAM. The errors-in-variables structure of the regressors then is handled by the simulation extrapolation (SIMEX) estimation procedure where we compare performance of quadratic and nonlinear (rational) extrapolation.

Keywords: anonymization; misclassification; noise addition; post-randomization; SIMEX procedure; statistical disclosure. (search for similar items in EconPapers)
Pages: 23 pages
Date: 2006-05
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.iaw.edu/RePEc/iaw/pdf/iaw_dp_25.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:iaw:iawdip:25

Access Statistics for this paper

More papers in IAW Discussion Papers from Institut für Angewandte Wirtschaftsforschung (IAW) Contact information at EDIRC.
Bibliographic data for series maintained by Rolf Kleimann ().