Ignorability, Sufficiency and Ancillarity
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1997 · Volume 59 · Issue 2
Abstract
This paper explores the relationship between ignorability, sufficiency and ancillarity in the coarse data model of Heitjan and Rubin. Bayes or likelihood ignorability has a natural relationship to sufficiency, and frequentist ignorability an analogous relationship to ancillarity. Weaker conditions, termed observed likelihood sufficiency, observed specific sufficiency and observed ancillarity, expand the concepts to models where the coarsening mechanism is sometimes, but not always, ignorable.
Keywords
coarsened at random, coarsened completely at random, nuisance parameters, observed ancillarity, observed likelihood sufficiency, observed specific sufficiency
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