Tatiana Komarova, Denis Nekipelov
arXiv 25 Jun 2020 · Econometrics
arXiv:2006.14732 · PDF · DOI · OpenAlex · Extracted main text
Empirical economic research crucially relies on highly sensitive individual datasets. At the same time, increasing availability of public individual-level data makes it possible for adversaries to potentially de-identify anonymized records in sensitive research datasets. Most commonly accepted formal definition of an individual non-disclosure guarantee is referred to as differential privacy. It restricts the interaction of researchers with the data by allowing them to issue queries to the data. The differential privacy mechanism then replaces the actual outcome of the query with a randomised outcome. The impact of differential privacy on the identification of empirical economic models and on the performance of estimators in nonlinear empirical Econometric models has not been sufficiently studied. Since privacy protection mechanisms are inherently finite-sample procedures, we define the notion of identifiability of the parameter of interest under differential privacy as a property of the limit of experiments. It is naturally characterized by the concepts from the random sets theory. We show that particular instances of regression discontinuity design may be problematic for inference with differential privacy as parameters turn out to be neither point nor partially identified. The set of differentially private estimators converges weakly to a random set. Our analysis suggests that many other estimators that rely on nuisance parameters may have similar properties with the requirement of differential privacy. We show that identification becomes possible if the target parameter can be deterministically located within the random set. In that case, a full exploration of the random set of the weak limits of differentially private estimators can allow the data curator to select a sequence of instances of differentially private estimators converging to the target parameter in probability.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Molchanov, I (2005) Theory of random sets | 1.000 | 11 | 3 | 100% |
| 2 | Dwork, C. and Roth, A (2014) The algorithmic foundations of differential privacy | 0.961 | 9 | 5 | 89% |
| 3 | Beresteanu, A. and Molinari, F (2008) Asymptotic Properties for a Class of Partially Identified Models | 0.874 | 6 | 2 | 100% |
| 4 | Nissim, K. and Raskhodnikova, S. and Smith, A (2007) Smooth sensitivity and sampling in private data analysis | 0.874 | 5 | 2 | 100% |
| 5 | Dwork, C (2006) Differential privacy | 0.843 | 3 | 3 | 100% |
| 6 | McSherry, F. and Talwar, K (2007) Mechanism design via differential privacy | 0.811 | 4 | 2 | 100% |
| 7 | Molinari, F (2008) Partial identification of probability distributions with misclassified data | 0.811 | 4 | 2 | 100% |
| 8 | Beresteanu, A. and Molchanov, I. and Molinari, F (2012) Partial identification using random set theory | 0.737 | 3 | 2 | 100% |
| 9 | Chernozhukov, V. and Hong, H (2003) An MCMC approach to classical estimation | 0.644 | 4 | 1 | 100% |
| 10 | Imbens, G. and Kalyanaraman, K (2012) Optimal Bandwidth Choice for the Regression Discontinuity Estimator | 0.585 | 3 | 1 | 100% |
Showing the top 10 of 61 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Differentially Private Estimation of Heterogeneous Causal Effects | 0.405 | 1 | 1 |