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: Mathieu Gerber

Comments are closed.
css.php