Missing data mechanisms

Summary

A missing data mechanism is the probability law that decides which entries of a data set are not observed. The standard classification has three classes: missing completely at random (MCAR), missing at random (MAR) and missing not at random (MNAR). The class decides which analyses stay valid. Under MAR, if the mechanism has its own separate parameters, likelihood and Bayesian inference can ignore it. Under MNAR the mechanism must be modelled.