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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…

Statistics Theory · Mathematics 2007-06-13 Guobing Lu , John B. Copas

When data are missing due to at most one cause from some time to next time, we can make sampling distribution inferences about the parameter of the data by modeling the missing-data mechanism correctly. Proverbially, in case its mechanism…

Methodology · Statistics 2014-07-21 Kosuke Morikawa , Yutaka Kano

We study the problem of ignorability in likelihood-based inference from incomplete categorical data. Two versions of the coarsened at random assumption (car) are distinguished, their compatibility with the parameter distinctness assumption…

Statistics Theory · Mathematics 2007-06-13 Manfred Jaeger

The interplay between missing data and model uncertainty -- two classic statistical problems -- leads to primary questions that we formally address from an objective Bayesian perspective. For the general regression problem, we discuss the…

The concept of missing at random is central in the literature on statistical analysis with missing data. In general, inference using incomplete data should be based not only on observed data values but should also take account of the…

Methodology · Statistics 2013-06-13 Shaun Seaman , John Galati , Dan Jackson , John Carlin

In problems with large amounts of missing data one must model two distinct data generating processes: the outcome process which generates the response and the missing data mechanism which determines the data we observe. Under the…

Methodology · Statistics 2021-11-10 Antonio R. Linero

During the past few decades, missing-data problems have been studied extensively, with a focus on the ignorable missing case, where the missing probability depends only on observable quantities. By contrast, research into non-ignorable…

Methodology · Statistics 2019-08-06 Yukun Liu , Pengfei Li , Jing Qin

Imputation methods for dealing with incomplete data typically assume that the missingness mechanism is at random (MAR). These methods can also be applied to missing not at random (MNAR) situations, where the user specifies some adjustment…

Methodology · Statistics 2024-04-24 Shahab Jolani , Stef van Buuren

Sequential decision-making systems routinely operate with missing or incomplete data. Classical reinforcement learning theory, which is commonly used to solve sequential decision problems, assumes Markovian observability, which may not hold…

Machine Learning · Computer Science 2025-08-07 MaryLena Bleile , Minh-Nhat Phung , Minh-Binh Tran

Incomplete observability of data generates an identification problem. There is no panacea for missing data. What one can learn about a population parameter depends on the assumptions one finds credible to maintain. The credibility of…

Econometrics · Economics 2022-05-17 Charles F. Manski

When dealing with incomplete data in statistical learning, or incomplete observations in probabilistic inference, one needs to distinguish the fact that a certain event is observed from the fact that the observed event has happened. Since…

Artificial Intelligence · Computer Science 2011-09-13 M. Jaeger

Data analyses typically rely upon assumptions about missingness mechanisms that lead to observed versus missing data. When the data are missing not at random, direct assumptions about the missingness mechanism, and indirect assumptions…

Methodology · Statistics 2016-03-22 Alexander M Franks , Edoardo M Airoldi , Donald B Rubin

The analysis of incomplete contingency tables is a practical and an interesting problem. In this paper, we provide characterizations for the various missing mechanisms of a variable in terms of response and non-response odds for two and…

Methodology · Statistics 2018-11-27 S. Ghosh , P. Vellaisamy

We develop a study of ignorability and conditions thereof for likelihood inference in the framework of stochastic processes. We define a coarsening model for processes which includes discrete-time observations as well as censored…

Statistics Theory · Mathematics 2015-11-16 Daniel Commenges , Anne Gegout-Petit

With nonignorable missing data, likelihood-based inference should be based on the joint distribution of the study variables and their missingness indicators. These joint models cannot be estimated from the data alone, thus requiring the…

Statistics Theory · Mathematics 2017-01-06 Mauricio Sadinle , Jerome P. Reiter

This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…

Methodology · Statistics 2016-12-06 Tianqing Liu , Xiaohui Yuan , Zhaohai Li , Aiyi Liu

Models for analyzing multivariate data sets with missing values require strong, often unassessable, assumptions. The most common of these is that the mechanism that created the missing data is ignorable - a twofold assumption dependent on…

Applications · Statistics 2020-02-17 Iavor Bojinov , Natesh Pillai , Donald Rubin

We consider the problem of estimating the mean of a random variable Y subject to non-ignorable missingness, i.e., where the missingness mechanism depends on Y . We connect the auxiliary proxy variable framework for non-ignorable missingness…

Methodology · Statistics 2023-10-30 Andrew C. Miller , Joseph Futoma

We identify three issues permeating the literature on statistical methodology for incomplete data written for non-specialist statisticians and other investigators. The first is a mathematical defect in the notation Yobs, Ymis used to…

Other Statistics · Statistics 2019-04-17 John C. Galati

When a missing-data mechanism is NMAR or non-ignorable, missingness is itself vital information and it must be taken into the likelihood, which, however, needs to introduce additional parameters to be estimated. The incompleteness of the…

Methodology · Statistics 2014-05-15 Kosuke Morikawa , Yutaka Kano
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