Conditioning in a Missing Data Problem.
Abstract
Observations are recorded on variables x and y but a mechanism, which may depend on the observed x values, causes some of the y values to be missing. For three parametric examples, exact or approximate ancillary statistics are constructed. Conditioning on these ancillaries enables the missing data mechanism to be ignored under certain conditions. A correspondence is shown between these conditional procedures and the use of the observed information matrix in measuring the dispersion of the maximum likelihood estimator. Keywords: Affine ancillary; Ancillary statistic; Conditional inference; Curved exponential family; Ignorability; Information; Missing data; Survey sampling.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1985
- Accession Number
- ADA158202
Entities
People
- C. J. Skinner
Organizations
- University of Wisconsin–Madison