Missing Data and Semiparametric Models, the Robins and Ritov Problem

Download or read book Missing Data and Semiparametric Models, the Robins and Ritov Problem written by Vanessa Bergeron-Laperrière and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "In their paper "Toward a Curse of Dimensionality Appropriate (CODA) Asymptotic Theory for Semi-Parametric Models", Robins and Ritov (1997) introduced a missing data problem, with semiparametric model, for which it was said that the natural, sensible Bayesian approach failed, while the classical (frequentist) approach gave solutions with good asymptotic properties. We will explore their results after having studied the theory of missing data and semiparametric models. We will then show how a correct formulation of the problem using measure theory leads to natural Bayesian solutions with the same properties as the frequentist ones. We will finally give some simulation results to compare the different estimators introduced throughout." --