Ignorability, sufficiency and ancillarity

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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.

Original languageEnglish (US)
Pages (from-to)375-381
Number of pages7
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume59
Issue number2
Publication statusPublished - Dec 1 1997

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Keywords

  • Coarsened at random
  • Coarsened completely at random
  • Nuisance parameters
  • Observed ancillarity
  • Observed likelihood sufficiency
  • Observed specific sufficiency

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

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