topic Masking regression data in SAS Forecasting and Econometrics

Masking regression data

cd-mj1124 — Tue, 22 Dec 2015 15:57:04 GMT

I would like to mask the observations in my regression data set, but would like the coefficients/standard errors to remain constant between regressions run on the masked and unmasked data. Is this possible? How would I go about doing this? I think I would have to do something with the correlations between the variables, but not sure where to go after. Thanks.

Re: Masking regression data

Reeza — Tue, 22 Dec 2015 16:12:15 GMT

What do you mean by mask the observations?

Re: Masking regression data

cd-mj1124 — Tue, 22 Dec 2015 16:17:22 GMT

I have data that is confidential. I would like to visually change the values so that I could publish the data set, but also preserve the regression coefficients/standard errors and underlying correlation structure of the original, confidential data.

Re: Masking regression data

Reeza — Tue, 22 Dec 2015 16:21:59 GMT

That's not a trivial problem - in fact its incredibly difficult. (I would love to be proven wrong on this topic)

Here's Statistics Canada methodology.
https://www12.statcan.gc.ca/nhs-enm/2011/ref/pumf-fmgd/P3-eng.cfm

Re: Masking regression data

PGStats — Tue, 22 Dec 2015 17:34:58 GMT

I think you could reach some level of anonymity by removing axis scales on graphs and by removing intercepts in regression equations.