Anonymized Firm Data under Test: Evidence from a Replication Study
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In: Jahrbücher für Nationalökonomie und Statistik, Vol. 225, No. 5, 09.2005, p. 584-591.
Research output: Journal contributions › Journal articles › Research › peer-review
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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 -