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Missing at random, likelihood ignorability and model completeness
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UNSPECIFIED (2004) Missing at random, likelihood ignorability and model completeness. ANNALS OF STATISTICS, 32 (2). pp. 754-765. ISSN 0090-5364
Full text not available from this repository.Abstract
This paper provides further insight into the key concept of missing at random (MAR) in incomplete data analysis. Following the usual selection modelling approach we envisage two models with separable parameters: a model for the response of interest and a model for the missing data mechanism (MDM). If the response model is given by a complete density family, then frequentist inference from the likelihood function ignoring the MDM is valid if and only if the MDM is MAR. This necessary and sufficient condition also holds more generally for models for coarse data, such as censoring. Examples are given to show the necessity of the completeness of the underlying model for this equivalence to hold.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | ANNALS OF STATISTICS |
| Publisher: | INST MATHEMATICAL STATISTICS |
| ISSN: | 0090-5364 |
| Date: | April 2004 |
| Volume: | 32 |
| Number: | 2 |
| Number of Pages: | 12 |
| Page Range: | pp. 754-765 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/8426 |
Data sourced from Thomson Reuters' Web of Knowledge
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