Daniel Farewell

School of Medicine, Cardiff University

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: Henry Reeve

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