Missing at random, likelihood ignorability and model completeness.
From MaRDI portal
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.
Recommendations
Cites work
- scientific article; zbMATH DE number 1294360 (Why is no real title available?)
- scientific article; zbMATH DE number 1085992 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 3381668 (Why is no real title available?)
- A class of pattern-mixture models for normal incomplete data
- Coarsening at random in general sample spaces and random censoring in continuous time
- Conditional specification of statistical models.
- Ignorability and Coarse Data: Some Biomedical Examples
- Ignorability and coarse data
- Ignorability in general incomplete-data models
- Inference and missing data
- Likelihood based frequentist inference when data are missing at random
- Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
Cited in
(31)- scientific article; zbMATH DE number 2243414 (Why is no real title available?)
- Statistical inference under imputation for proportional hazard model with missing covariates
- Variable-based missing mechanism for an incomplete contingency table with unit missingness
- Missing data mechanisms and their implications on the analysis of categorical data
- scientific article; zbMATH DE number 7387556 (Why is no real title available?)
- Evaluating statistical hypotheses using weakly-identifiable estimating functions
- An exact test for equality of two normal mean vectors with monotone missing data
- Ignoring non-ignorable missingness
- Diagnosing and handling common violations of missing at random
- Clarifying missing at random and related definitions, and implications when coupled with exchangeability
- Information attainable in some randomly incomplete data models
- Nonresponse in dynamic panel data models
- Testing equality of two normal covariance matrices with monotone missing data
- Latent ignorability and item selection for nursing home case-mix evaluation
- Generalized shared-parameter models and missingness at random
- Diagnosing missing always at random in multivariate data
- Every Missingness not at Random Model Has a Missingness at Random Counterpart with Equal Fit
- Score Test for Missing at Random or Not under Logistic Missingness Models
- Foreword
- Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
- Frequentist model averaging with missing observations
- Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample
- Two-sample inference for normal mean vectors based on monotone missing data
- A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator
- Block-conditional missing at random models for missing data
- Likelihood method in NMAR missingness
- Item selection by latent class-based methods: an application to nursing home evaluation
- What is meant by ``missing at random?
- Ignorability in general incomplete-data models
- Local Model Uncertainty and Incomplete-Data Bias (With Discussion)
- Likelihood based frequentist inference when data are missing at random
This page was built for publication: Missing at random, likelihood ignorability and model completeness.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1879953)
