一般不完全数据模型中的可忽略性

Ignorability in General Incomplete-Data Models

Biometrika · 1994
被引 16
ABS 4

中文导读

本文扩展了Heitjan-Rubin模型,将观测到的粗糙度明确定义为数据元素,从而发展了频率学派理论,包括对缺失数据频率学派可忽略性条件的推广,并应用于多个常见的不完全数据问题。

Abstract

Rubin (1976) defined ignorability conditions for frequentist and Bayes/likelihood analyses of data subject to missing observations. More recently, Heitjan & Rubin (1991) and Heitjan (1993) generalised the Rubin model to encompass other forms of incompleteness, establishing ignorability conditions for Bayes/likelihood inferences only. This paper extends the Heitjan-Rubin model by explicitly defining the observed degree of coarseness as a data element. This permits the development of a frequentist theory, including a generalisation of ‘missing completely at random’, the frequentist ignorability condition for missing data. The model is applied in a number of incomplete-data problems of general interest.

计量经济学统计学贝叶斯推断缺失数据