TY - JOUR

T1 - Anonymized Firm Data under Test: Evidence from a Replication Study

AU - Wagner, Joachim

PY - 2005/9

Y1 - 2005/9

N2 - This paper contributes to the literature on the use of anonymized firm level data by reporting results from a replication study. To test for the practical usefulness of anonymized data I selected two of my published papers based on different cross sections of firm data. The data used there were anonymized by micro aggregation. I replicated the analyses reported in the papers with the anonymized data, and then compared the results to those produced with the original data. Frequently, the reported levels of statistical significance differ. Furthermore, statistically significant coefficients sometimes differ by order of magnitude. Therefore, at least for the moderate sample sizes used here micro-aggregated firm data should not be considered as a tool for empirical research.

AB - This paper contributes to the literature on the use of anonymized firm level data by reporting results from a replication study. To test for the practical usefulness of anonymized data I selected two of my published papers based on different cross sections of firm data. The data used there were anonymized by micro aggregation. I replicated the analyses reported in the papers with the anonymized data, and then compared the results to those produced with the original data. Frequently, the reported levels of statistical significance differ. Furthermore, statistically significant coefficients sometimes differ by order of magnitude. Therefore, at least for the moderate sample sizes used here micro-aggregated firm data should not be considered as a tool for empirical research.

KW - Economics

KW - Betriebsstatistik

KW - Replicative studies

KW - Datasets

KW - Statical estimation

KW - statistical significace

KW - Aggregation

KW - Business entities

KW - Research tools

KW - Applied econometrics

KW - industry

KW - Anonymized firm data

KW - Micro aggregation

KW - Replication study

UR - http://www.scopus.com/inward/record.url?scp=25844523336&partnerID=8YFLogxK

U2 - 10.1515/jbnst-2005-0507

DO - 10.1515/jbnst-2005-0507

M3 - Journal articles

VL - 225

SP - 584

EP - 591

JO - Jahrbücher für Nationalökonomie und Statistik

JF - Jahrbücher für Nationalökonomie und Statistik

SN - 0021-4027

IS - 5

ER -