stat.MEOct 18, 2024

Differentially Private Covariate Balancing Causal Inference

Authors: Yuki Ohnishi, Jordan Awan

Organizations: Department of Biostatistics, Yale School of Public Health · Department of Statistics, University of Pittsburgh

Abstract

Differential privacy is the leading mathematical framework for privacy protection, providing a probabilistic guarantee that safeguards individuals' private information when publishing statistics from a dataset. This guarantee is achieved by applying a randomized algorithm to the original data, which introduces unique challenges in data analysis by distorting inherent patterns. In particular, causal inference using observational data while preserving privacy is challenging because it requires a good covariate balance between treatment groups, but checking the covariate balance is challenging when privacy is a primary concern because releasing any statistic (e.g., t-statistic) for the balance check compromises privacy. Additionally, the performance of the privatized estimator critically depends on the choice of differential privacy mechanisms, and it remains unexplored how privacy-protecting causal inference could be conducted with observational data. In this article, we present a differentially private two-stage covariate balancing weighting estimator to infer causal effects from observational data. Our algorithm produces both point and interval estimators with statistical guarantees, such as covariate balance, rate optimality, and oracle budget allocation, under a given privacy budget.

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