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A Test of Missing Completely at Random for Multivariate Data with Missing Values

Bibliographic Data

ID23312725
AuthorsRoderick J A Little, Roderick J Little (0000-0001-9878-6977, University of California, Los Angeles, corresponding author)
Year1988
Volume83
Issue404
Pages1198-1202
Publication date1988-12-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueJournal of the American Statistical Association (JOURNAL)
Journal identifiersISSN: 0162-1459 • E-ISSN: 1537-274X
PublisherInforma UK Limited (PUBLISHER • GB)
DOI10.1080/01621459.1988.10478722
OpenAlexW2078965693
LanguageEN
Citations received2.299
References cited12

A common concern when faced with multivariate data with missing values is whether the missing data are missing completely at random (MCAR); that is, whether missingness depends on the variables in the data set. One way of assessing this is to compare the means of recorded values of each variable between groups defined by whether other variables in the data set are missing or not. Although informative, this procedure yields potentially many correlated statistics for testing MCAR, resulting in multiple-comparison problems. This article proposes a single global test statistic for MCAR that uses all of the available data. The asymptotic null distribution is given, and the small-sample null distribution is derived for multivariate normal data with a monotone pattern of missing data. The test reduces to a standard t test when the data are bivariate with missing data confined to a single variable. A limited simulation study of empirical sizes for the test applied to normal and nonnormal data suggests that the test is conservative for small samples.

Bivariate analysis · Data mining · Data set · Missing data · Multivariate normal distribution · Multivariate statistics · Null (SQL) · Null distribution · Statistical hypothesis testing · Statistics · Test statistic · Computer Science · Mathematics · Statistical Methods and Bayesian Inference · Statistical Methods and Inference · Statistical Methods in Clinical Trials

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Citation span1995 - 2026 (32)
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Citation typesNeutral: 2.072

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