Missing Data Mechanisms: A Primer

Missing data are a widespread problem, as most researchers can attest. Whether data are from surveys, experiments, or secondary sources, missing data abounds.

But what’s the impact on the results of statistical analysis? That depends on two things: the mechanism that led the data to be missing and the way in which the data analyst deals with it.

Here are a few common situations:

Subjects in longitudinal studies often start, but drop out before the study is completed. There are many reasons for this:   they have moved out of the area (nothing related to the study), died (hopefully not related to the study), no longer see personal benefit to participating, or do not like the effects of the treatment.

Surveys suffer missing data in many ways. When participants refuse to answer the entire survey or parts of it; do not know the answer to, or accidentally skip an item. Some survey researchers even design the study so that some questions are asked of only a subset of participants.

Experimental studies have missing data when a researcher is simply unable to collect an observation. Bad weather conditions may render observation impossible in field experiments. A researcher becomes sick or equipment fails. Data may be missing in any type of study due to accidental or data entry error. A researcher drops a tray of test tubes. A data file becomes corrupt.

Most researchers are very familiar with one (or more) of these situations.

Why Missing Data Matters

Missing data cause problems because most statistical procedures require a value for each variable. When a data set is incomplete, the data analyst has to decide how to deal with it.

The most common decision is to use complete case analysis (also called listwise deletion). This means analyzing only the cases with complete data. Individuals with data missing on any variables are dropped from the analysis.

It has advantages–it is easy to use, is very simple, and is the default in most statistical packages. But it has limitations.

It can substantially lower the sample size, leading to a severe lack of power. This is especially true if there are many variables involved in the analysis, each with data missing for a few cases.

Possibly worse, it can also lead to biased results, depending on why and in which patterns the data are missing.

Missing Data Mechanisms

The types of missing data fit into three classes, which are based on the relationship between the missing data mechanism and the missing and observed values. These badly-named classes are important to understand because the problems caused by missing data and the solutions to these problems are different for the three classes.

Missing Completely at Random

The first is Missing Completely at Random (MCAR). MCAR means that the missing data mechanism is unrelated to the values of any variables, whether missing or observed.

Data that are missing because a researcher dropped the test tubes or survey participants accidentally skipped questions are likely to be MCAR.

If the observed values are essentially a random sample of the full data set, complete case analysis gives the same results as the full data set would have. Unfortunately, most missing data are not MCAR.

Missing Not at Random

At the opposite end of the spectrum is Missing Not at Random. Although you’ll most often see it called this, I prefer the term Non-Ignorable (NI). NI is a name that is not so easy to confuse with the other types, but it also tells you its primary feature. It means that the missing data mechanism is related to the missing values.

And this is something you, the data analyst, can’t ignore without biasing results.

It occurs sometimes when people do not want to reveal something very personal or unpopular about themselves. For example, if individuals with higher incomes are less likely to reveal them on a survey than are individuals with lower incomes, the missing data mechanism for income is non-ignorable. Whether income is missing or observed is related to its value.

But that’s not the only example. When the sickest patients drop out of a longitudinal study testing a drug that’s supposed to make them healthy, that’s non-ignorable.

Or an instrument can’t detect low readings, so gives you an error, also non-ignorable.

Complete case analysis can give highly biased results for NI missing data. If proportionally more low and moderate income individuals are left in the sample because high income people are missing, an estimate of the mean income will be lower than the actual population mean.

Missing at Random

In between these two extremes is Missing at Random (MAR). MAR requires that the cause of the missing data is unrelated to the missing values but may be related to the observed values of other variables.

MAR means that the missing values are related to observed values on other variables. As an example of CD missing data, missing income data may be unrelated to the actual income values but are related to education. Perhaps people with more education are less likely to reveal their income than those with less education.

A key distinction is whether the mechanism is ignorable (i.e., MCAR or MAR) or non-ignorable. There are excellent techniques for handling ignorable missing data. Non-ignorable missing data are more challenging and require a different approach.

Approaches to Missing Data: the Good, the Bad, and the Unthinkable

Learn the different methods for dealing with missing data and how they work in different missing data situations.

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