文章基本信息

标题：Inference for Multivariate Regression Model based on synthetic data generated under Fixed-Posterior Predictive Sampling: comparison with Plug-in Sampling
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作者：Ricardo Moura ; Martin Klein ; Carlos A. Coelho 等
期刊名称：RevStat : Statistical Journal
印刷版ISSN：1645-6726
出版年度：2017
卷号：15
期号：2
页码：155-186
出版社：Instituto Nacional de Estatística
摘要：The authors derive likeliho od-based exact inference methods for the multivariate re- gression mo del, for singly imputed synthetic data generated via Posterior Predictive Sampling (PPS) and for multiply imputed synthetic data generated via a newly pro- posed sampling method, which the authors call Fixed-Posterior Predictive Sampling (FPPS). In the single imputation case, our proposed FPPS method concurs with the usual Posterior Predictive Sampling (PPS) method, thus filling the gap in the existing literature where inferential methods are only available for multiple imputation. Sim- ulation studies compare the results obtained with those for the exact test procedures under the Plug-in Sampling method, obtained by the same authors. Measures of pri- vacy are discussed and compared with the measures derived for the Plug-in Sampling method. An application using U.S. 2000 Current Population Survey data is discussed.
关键词：finite sample inference; maximum likelihood estimation; pivotal quantity; plug-in sam- ; pling; statistical disclosure control; unbiased estimators