What is meant by 'P(R|Yobs)'?

2018/11/25 by John C. Galati, Galati, John C. · 1 citation
Computer Science · Mathematics · #62F99 #Advanced Statistical Methods and Models #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.1811.11011

openalex publication_date 2018/11/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Missing at Random (MAR) is a central concept in incomplete data methods, and often it is stated as P(R\mspace3mu| Y_obs, Y_mis) = P(R\mspace3mu| Y_obs). This notation has been used in the literature for more than three decades and has become the de facto standard. In some cases, the notation has been misinterpreted to be a statement about conditional independence. While previous work has sought to clarify the required definitions, a clear explanation of how to interpret the standard notation is lacking, and a definition of the function P(R\mspace3mu| Y_obs) for non-MAR mechanisms is difficult to locate in the literature. The aim of this paper is to fill these gaps.

Citations

• Inference and missing data

Cited by

• Three issues impeding communication of statistical methodology for\n incomplete data

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