# 9 Missing data

## 9.1 Types of missing data

Following the work of Rubin^{21}, missing data are typically grouped in 3 categories:

Missing completely at random (

**MCAR**). This assumes that the probability of being missing is the same for all cases; this implies that the mechanisms that causes missingness is not related in any way to the data. For example, say, there’s a known unpredictable error on the server side that prevented recording some responses for some respondents to a survey. As the missingness is entirely independent on the respondents’ characteristics, this would be MCAR. When the data are MCAR we can ignore a lot of the complexities and just do a*complete-case*analysis (that is, simply exclude incomplete observations from the dataset). A part from possible loss of information, doing a complete case analysis should not introduce bias in the results. In practice, however, it is difficult to establish whether the data are truly MCAR. Ideally, to argue that data are MCAR, one should have a good idea of the mechanisms that caused missigness (more on this below). Formally, data is MCAR if \[ \Pr(R=0|Y_\mathrm{obs},Y_\mathrm{mis},\psi) = \Pr(R=0|\psi) \] where \(R\) is an indicator variable that is set to 0 for missing data and 1 otherwise; \(Y_\mathrm{obs},Y_\mathrm{mis}\) indicate observed and missing data, respectively; and \(\psi\) is simply a parameter that determine the overall (fixed) probability of being missing.Missing at random (

**MAR**). A less strong assumption about missingness is that it is systematically related to the observed but not the unobserved data. For example, data are MAR if in a study male respondents are less likely to complete a survey on depression severity than female respondents - that is, the probability of reaching the end of the survey is related to their sex (fully observed) but not the severity of their symptoms. Formally, data is MAR if \[ \Pr(R=0|Y_\mathrm{obs},Y_\mathrm{mis},\psi) = \Pr(R=0|Y_\mathrm{obs},\psi) \] When data are missing at random (MAR) the results of complete case analyses may be biased and a common approach to deal with this is to use imputation. Stef van Buuren has a freely available online book on this topic^{22}. Among other things, it illustrates how to do multiple imputation in R with examples.Missing not at random (

**MNAR**). This means that the probability of being missing varies for reasons that are unknown to us, and may depends on the missing values themselves. Formally this means that \(\Pr(R=0|Y_\mathrm{obs},Y_\mathrm{mis},\psi)\) does not simplify in any way. This case is the most hard to handle: a complete case analyses may or may not be biased, but there is no way of knowing it and we may have to find more information about what caused missingness.

## 9.2 Deciding whether the data are MCAR

As MCAR is the only scenario in which it is safe to do a complete case analysis, it would seem useful to have way to test this assumption. Some approaches have been proposed to test whether the data are MCAR, but they are not widely used and it’s not clear how useful they are in practice. For example one could run a logistic regression with “missingness” as dependent variable (e.g. an indicator variable set to 1 if data is missing and 0 otherwise), and all other variables as predictors - if the data are MCAR then none of the predictors should predict missingness. A popular alternative, implemented in several software packages is Little’s test^{23}.

Technically, these approaches can help determine whether the missingness depends on some observed variables (that is, if they are MAR), but strictly speaking cannot exclude missingness due to unobserved variables (MNAR scenario). Nevertheless, if one has good reasons to believe that the data are MCAR, and want to add some statistical test that corroborate this assumption, these could be reasonable tests to do. However, it remains important to also discuss openly possible reasons and mechanisms of missingness, and explain why we deem it a priori plausible that the data are MCAR. In fact, *statistical tests alone cannot tell whether data are missing completely at random*. The terms MCAR, MAR and MNAR refers to the *causal* mechanisms that is responsible for missing data and, strictly speaking, causal claims cannot be decided uniquely on the basis of a simple statistical test. If the data “pass” the test it would provide some additional support to the assumption that they are MCAR, but in and of itself the test alone does not fully satisfy the assumptions of MCAR. To see why note that MCAR (as formally defined above) assumes also that there should be no relationship between the missingness on a particular variable and the values of that same variable: but since this is a question about what is missing from the data, it cannot be tested with any quantitative analysis of the available data. Finally, it should be added that as these are null-hypothesis significance test, a failure to reject the null hypothesis does not, in and of itself, provide evidence for the null hypothesis (that the data are MCAR). It may be also that we don’t have enough power to reliably detect the pattern in the missingness.

## 9.3 Causal analysis and Bayesian imputation

The best and most principled approach to deal with missingness (at least in my opinion) is to think hard about the causal mechanisms that may determine missingness, and use our assumption about the causal mechanisms to perform a full Bayesian imputation (that is, treating the missing data as parameter and estimating them).

I plan to create and include here a worked example of how to do this; in the meantime interested readers are referred to Chapter 15 (in particular section 15.2) of the excellent book by Richard McElreath *Statistical Rethinking*^{24} which present a very accessible worked example of how to do this in R.