### Missing at random: a stochastic process perspective

Statistics Seminar

4th May 2018, 3:30 pm – 4:30 pm

Main Maths Building, SM3

We offer a natural, extensible and more-or-less rigorous treatment of

missingness at random. We shall introduce the key to our approach: the

notion of data-measurability. Within the standard missing data

framework, we then characterise the (so-called) observed data as a

stopping-set sigma algebra. Finally, we demonstrate that the usual

missingness at random conditions are equivalent to requiring particular

stochastic processes to be adapted to a set-indexed filtration of the

complete data: measurability conditions that suffice to ensure

likelihood ignorability.

*Organiser*: Mathieu Gerber

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