Missing at random: a stochastic process perspective.
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ABSTRACT:
SUBMITTER: Farewell DM
PROVIDER: S-EPMC7612310 | biostudies-literature | 2022 Feb
REPOSITORIES: biostudies-literature
Publications
Missing at random: a stochastic process perspective.
Farewell D M DM Daniel R M RM Seaman S R SR
Biometrika 20210204 1
We offer a natural and extensible measure-theoretic treatment of missingness at random. Within the standard missing-data framework, we give a novel characterization of the observed data as a stopping-set sigma algebra. We demonstrate that the usual missingness-at-random conditions are equivalent to requiring particular stochastic processes to be adapted to a set-indexed filtration. These measurability conditions ensure the usual factorization of likelihood ratios. We illustrate how the theory ca ...[more]
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