Interpret each mechanism for a fixed missingness pattern : the observed and missing response components are the coordinates selected by that pattern, and the covariates are assumed fully recorded.
For missing completely at random, missingness depends on neither response values nor covariates:
For covariate-dependent missing completely at random, response observation may depend on but not on the response after conditioning on :
This is conditional independence and can still produce a marginal association between response and missingness.
For covariate-dependent missing at random, the observation probability may use observed response components and covariates, but not the values missing under that pattern:
For missing not at random, there remains dependence on after conditioning on ; the displayed simplification is not valid. For example, refusal could depend on the unreported response itself, even among individuals sharing all recorded covariates. These mechanisms concern the reason for nonobservation, not whether the incomplete records merely look irregular. Their distinction is not generally identifiable from the observed responses alone.