Local Model Uncertainty and Incomplete-Data Bias (With Discussion)
局部模型不确定性与不完整数据偏差(含讨论)
Summary Problems of the analysis of data with incomplete observations are all too familiar in statistics. They are doubly difficult if we are also uncertain about the choice of model. We propose a general formulation for the discussion of such problems and develop approximations to the resulting bias of maximum likelihood estimates on the assumption that model departures are small. Loss of efficiency in parameter estimation due to incompleteness in the data has a dual…