Model uncertainty with missing data: a Bayesian perspective
G. Garcia-Donato, M. E. Castellanos, A. Quirós Carretero, S. Cabras, A. Forte
We consider the problem of model uncertainty when the working database contains missing (NA) entries. This is a very common situation in applied statistics and is normally handled casually either removing all rows with unobserved cells or resorting to imputation mechanisms. The literature on the topic is very scarce and has not been properly documented which are the implications of these standard practices and if there is any better alternative. We try to shed some light on these questions.
We approach the ensuing problem revisiting the fundaments of Bayes factors, focusing on the situation with missing values in explanatory variables in regression models. Handling missing values from a formal perspective compels us to use an imputation model that determines how the prior marginals have to be computed. The standard priors (g-priors) are no longer valid due to its dependence on the data and novel possibilities are explored.
Keywords: Bayes factor; Incomplete Information; g-priors
Scheduled
GT21 Bayesian Inference II
June 7, 2022 3:30 PM
Audiovisual room
Other papers in the same session
D. Salmerón Martínez, J. A. Cano Sánchez, C. P. Robert
E. Moreno Bas, F. A. Torres Ruiz, J. J. Serrano Pérez
F. J. Girón González-Torre, C. del Castillo Vázquez
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6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/31/22
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5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
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5/23/22
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To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
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5/16/22
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