Inference and Missing Data: Asymptotic Results |
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Authors: | Sø ren Feodor Nielsen |
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Affiliation: | University of Copenhagen |
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Abstract: | In Rubin (1976) the missing at random (MAR) and missing completely at random (MCAR) conditions are discussed. It is concluded that the MAR condition allows one to ignore the missing data mechanism when doing likelihood or Bayesian inference but also that the stronger MCAR condition is in some sense the weakest generally sufficient condition allowing (conditional) frequentist inference while ignoring the missing data mechanism. In this paper it is shown that (a slightly strengthened version of) the MAR condition is sufficient to yield ordinary large sample results for estimators and test statistics and thus may be used for (asymptotic) frequentist inference. |
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Keywords: | asymptotic results MAR MCAR missing observations |
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