This paper focuses on the privacy paradigm of providing access to researchers to remotely carry out analyses on sensitive data stored behind separate firewalls. We address the situation where the analysis demands data from multiple physically separate databases which cannot be combined. Motivating this work is a real model based on research data on kinship foster placement that came from multiple sources and could only be combined through a lengthy process with a trusted research network. We develop and demonstrate a method for accurate calculation of the multivariate normal likelihood, for a set of parameters given the partitioned data, which can then be maximized to obtain estimates. These estimates are achieved without sharing any data or any true intermediate statistics of the data across firewalls. We show that under a certain set of assumptions our method for estimation across these partitions achieves identical results as estimation with the full data. Privacy is maintained by adding noise at each partition. This ensures each party receives noisy statistics, such that the noise cannot be removed until the last step to obtain a single value, the true total log likelihood. Potential applications include all methods utilizing parameter estimation through maximizing the multivariate normal likelihood. We give detailed algorithms, along with available software, and present simulations and analyze the kinship foster placement data estimating structural equation models (SEMs) with partitioned data.
"Providing accurate models across private partitioned data: Secure maximum likelihood estimation." Ann. Appl. Stat. 12 (2) 877 - 914, June 2018. https://doi.org/10.1214/18-AOAS1171