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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 interpretation: the increase in variance when an assumed model is correct; the bias in estimation when the model is incorrect. Examples include non-ignorable missing data, hidden confounders in observational studies and publication bias in meta-analysis. Doubling variances before calculating confidence intervals or test statistics is suggested as a crude way of addressing the possibility of undetectably small departures from the model. The problem of assessing the risk of lung cancer from passive smoking is used as a motivating example.<\/jats:p>","DOI":"10.1111\/j.1467-9868.2005.00512.x","type":"journal-article","created":{"date-parts":[[2005,8,18]],"date-time":"2005-08-18T09:55:37Z","timestamp":1124358937000},"page":"459-513","source":"Crossref","is-referenced-by-count":34,"title":["Local Model Uncertainty and Incomplete-Data Bias (With Discussion)"],"prefix":"10.1093","volume":"67","author":[{"given":"John","family":"Copas","sequence":"first","affiliation":[{"name":"University of Warwick , Coventry , UK"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Shinto","family":"Eguchi","sequence":"additional","affiliation":[{"name":"Institute of Statistical Mathematics , Tokyo , Japan"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2005,8,17]]},"reference":[{"key":"2023040707065822700_","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-5056-2_2","article-title":"Differential-geometric methods in statistics","volume":"28","author":"Amari","year":"1985","journal-title":"Lect. 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