he is "leading by example"

Mayor Daley is leading the way in government transparency:

http://www.chicagotribune.com/news/local/chi-daley-reform-15may15,0,793475.story

"We've done everything here. We're leading the way with our inspector general, office of compliance, all the things we've done," Daley said. "We're more transparent than any other government. Look at it."

Chicago is more transparent in its corruption than most other governments, so in a way he is correct.