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Ignorability, Sufficiency and Ancillarity
Author(s) -
Heitjan Daniel F.
Publication year - 1997
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00073
Subject(s) - frequentist inference , bayes' theorem , econometrics , economics , bayesian probability , bayesian inference , mathematics , statistics
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.