The Estimation of Conditional Distributions From Large Databases

摘要

Modern databases enable the estimation of conditional distributions for Y given X in a specified interval. Confidentiality requirements typically mean that individual observations cannot be released and output may be restricted to Y values for X within specified intervals. The width of such an interval could have a major impact upon the quality of the estimates. In this article, we develop an improved estimation procedure to reduce the impact of interval width, using a new variable whose distribution does not vary over the X interval in question. The method is illustrated using data on housing prices and income tax payment.