Diagnosing missing always at random in multivariate data

DOI10.1093/BIOMET/ASZ061MaRDI QIDQ5222234zbMATH OpenOpenAlexFDO

Authors Iavor Bojinov, Natesh S. Pillai, Donald B. Rubin

Publication date 1 April 2020

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.06891

zbMATH Keywords

hypothesis testingmissing at randommissing datasensitivity analysisdiagnostic toolrow exchangeability

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Missing data (62D10)

Abstract: Models for analyzing multivariate data sets with missing values require strong, often unassessable, assumptions. The most common of these is that the mechanism that created the missing data is ignorable - a twofold assumption dependent on the mode of inference. The first part, which is the focus here, under the Bayesian and direct-likelihood paradigms, requires that the missing data are missing at random; in contrast, the frequentist-likelihood paradigm demands that the missing data mechanism always produces missing at random data, a condition known as missing always at random. Under certain regularity conditions, assuming missing always at random leads to an assumption that can be tested using the observed data alone namely, the missing data indicators only depend on fully observed variables. Here, we propose three different diagnostic tests that not only indicate when this assumption is incorrect but also suggest which variables are the most likely culprits. Although missing always at random is not a necessary condition to ensure validity under the Bayesian and direct-likelihood paradigms, it is sufficient, and evidence for its violation should encourage the careful statistician to conduct targeted sensitivity analyses.

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• Can one assess whether missing data are missing at random in medical studies?
• Diagnosing and handling common violations of missing at random
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• Diagnostics for Multivariate Imputations
• Diagnostic Test for Realized Missingness in Mixed-type Data

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