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As the name suggests, Missing Completely at Random data means that the missingness presenting in your data is in a totally random pattern. There isn\u2019t anything in the data driving it that you need to be further concerned with. This is nice, because you can get away with some simplistic methods to deal with it.<\/p>\n\n\n\n
I describe some of those methods in my next post<\/a> on missing data. <\/p>\n\n\n\n Missing at Random data is where what drives the missingness is something in the data we are collecting, but that what drives it is something we have observed. The preceding sentence starts to give me a headache if I think about it too much, so I prefer to think of it in terms of an example.<\/p>\n\n\n\n Imagine a university does a survey of previous students, to find out where they are working, what their income bracket is, etc.<\/p>\n\n\n\n Let\u2019s say that alumni that work in a particular sector are less likely to disclose their income. But, they do disclose what sector it is that they work in. That data would be Missing at Random.<\/p>\n\n\n\n But, what if students are less likely to respond to that income question the more they earn? Then we have Missing Not at Random data. The missingness depends on something we do not observe. <\/p>\n\n\n\n This is very difficult to deal with and often causes bias in our analysis. To make it even more difficult, we cannot test whether the missingness mechanism is Missing at Random or Missing Not at Random.<\/p>\n\n\n\n You can read more about missingness mechanisms in Chapter 1 of the book below \u2014 this is a really good book on missing data in general.<\/p>\n\n\n\n Little, R. J. A. and Rubin, D. B. (2020). Statistical analysis with missing data<\/em>. Wiley Series in Probability and Statistics. Wiley, Hoboken, NJ, third edition.<\/p>\n\n\n\n I\u2019ve also included a link to the paper that introduced the idea of considering missingness mechanisms.<\/p>\n\n\n\n Rubin, D. B. (1976). Inference and missing data. Biometrika<\/em>, 63(3):581-592.<\/a><\/p>\n\n\n\n Thank you for reading. Click here<\/a> to see my next post in this series. This will discuss some simple methods to deal with missing data. <\/p>\n\n\n\nMissing at Random<\/h5>\n\n\n\n
Missing Not at Random<\/h5>\n\n\n\n
Want to know more?<\/h4>\n\n\n\n
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