It would be hard to get any real data on this but I would say that it is easier to 'retain' viewers if you show your face, depending on the type of videos you are making, as it's easier to make more of a connection with you as a person. I recall Casey Neistat once said that he wore sunglasses in his videos because it makes it seem like he is looking at you but not staring at you by staring into the camera. If you're going for blog style content or gaming commentary, etc I think showing your face can be beneficial.
I personally don't think this translates over into getting the initial view or click though as that's more to do with title/thumbnail.