Missing-data mechanism Created 2026-10-06 Updated 2026-10-14
The mechanism assigns probabilities to observation patterns conditional on complete measurements : . Whether it depends on missing values distinguishes missing completely at random, missing at random and missing not at random.
The population-averaged logistic regression describes after averaging over unmeasured individual heterogeneity. Its intercept is a marginal log odds at reference baseline values and time zero, its treatment coefficient is a population conditional-on-baseline log odds ratio, and its time coefficient is the change in that marginal log odds per month. Time zero is an extrapolation here because the recorded visits begin later; centring time at the first visit would give a more interpretable intercept.
In the random-intercept logistic model, the intercept is instead the conditional log odds for a subject with . The treatment and time coefficients apply at fixed ; the subject's actual intercept is . Even with a treatment-independent random intercept, the conditional and marginal coefficients generally differ through noncollapsibility of the odds ratio. Indeed, if , marginalization gives
which is not generally a logistic curve with the same linear coefficients. To quantify random-intercept attenuation of marginal logistic slopes, let . Then
For a nondegenerate finite random intercept this derivative lies strictly between zero and one and usually varies with . Thus the marginal treatment contrast is an integrated, attenuated version of the conditional contrast, and the marginal time slope need not be constant. One should not equate the two sets of coefficients, even in a randomized controlled trial without treatment confounding.
For missing completely at random, an unweighted observed-response GEE with cluster-robust standard errors can consistently fit the marginal mean, and a correctly specified integrated GLMM likelihood is valid as well. Under missing at random depending on previous observed outcomes, ordinary unweighted GEE is generally biased because the remaining responses are selected by informative observed history. Correct inverse-observation-weighted estimating equations for longitudinal dropout recover the marginal target under the sequential MAR and positivity assumptions already stated. Covariate-only observation mechanisms are a simpler special case in which correctly conditioned unweighted mean equations can remain valid.
A correctly specified joint response GLMM, fitted by observed-data likelihood, is valid under ignorable missing at random with distinct parameters, including dependence of missingness on observed response history. This is a likelihood property, not a claim that every mixed model automatically fixes missingness. Under missing not at random, neither ordinary GEE, MAR-based weights nor a response-only GLMM is generally valid; the unseen-outcome dependence requires further modelling and sensitivity assumptions.
First investigate what predicts dropout among variables actually observed, record reasons where possible, and seek additional outcome follow-up. Dependence on observed history alone can be missing at random; informative dependence on unseen responses or latent heterogeneity requires a missing not at random analysis. Observed data do not ordinarily distinguish MAR from all MNAR explanations.
An explicit selection model for informative longitudinal dropout can augment a joint response model by dropout hazards. Define as above and, among subjects retained through visit , put
Omit the previous-response term at the first visit. A nonzero makes dropout depend on the currently missing response. For monotone observation indicators , let
The appropriate observed-data likelihood is
Thus a patient's dropout pattern contributes information in the model; dropping the factor is not justified under this informative mechanism.
Another option is a shared-parameter model for informative dropout: retain the conditional Bernoulli response model, but let the dropout logit contain the same latent effect, for example . Conditional on the shared effect and observed history the processes can be independent, while marginally dropout remains associated with unseen responses. The joint likelihood must integrate the response factors and dropout factors together over . A response-only mixed-model fit does not generally account for this dependence.
Because or can be weakly identified from the observed outcomes, report sensitivity of the treatment conclusion to plausible informative-dropout assumptions. One can fix a range of these dependence parameters and refit, or use pattern-mixture sensitivity analysis that shifts the imputed post-dropout log odds by a specified amount from the MAR prediction. Present population risks and treatment contrasts across these scenarios with their uncertainty. These are explicit identifying assumptions, not an empirical test proving which missingness mechanism is true. Neither a complete-case analysis nor carrying forward the last response supplies such a justification.
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.
Write for the binary response, for the partner count, and for fully observed background variables. Let indicate which of are observed, with 1 meaning observed. For any realised pattern , partition the data into and .
Missing completely at random means that the missing-data mechanism does not depend on any of the measurements:
Missing at random allows dependence on the data observed under the particular pattern, but no further dependence on its unobserved values:
Thus a response probability depending on fully observed age or sex can satisfy missing at random. Dependence on an observed partner count can also be permissible for patterns in which that count is available. Missing not at random means that this equality fails: the probability of the pattern still depends on one of its missing measurements, after conditioning on the observed ones. The distinction concerns dependence on the unseen values, not whether missingness looks haphazard. These definitions can be applied within the target population ; unknown membership of that population must itself be handled when is missing.
Missing not at random is the plausible working classification. The suggested reluctance depends on the actual partner count and actual condom response, including the values that are withheld. Among people with the same observed age, sex and other recorded information, those with an unreported high count or an unreported negative response may still be less likely to answer.
Such dependence on unobserved values violates missing at random and therefore also missing completely at random. This is a substantive judgement rather than something that can be proved from the observed data alone. If all the dependence were explained by measured predictors, the mechanism could instead satisfy missing at random.
Ordinary multiple imputation by chained equations relies on missing at random, conditional on the variables included in its models, together with adequate model specification and suitable conditional distributions. For Bayesian inference that ignores the response mechanism, the usual sufficient condition also includes distinct parameters for data and missingness models, with an appropriately separate prior.
The suspected dependence on withheld responses makes the usual missing-at-random assumption doubtful. An accurately fitted observed-data model cannot, on its own, establish what the nonresponders would have reported. Use substantive judgement and sensitivity analysis under plausible missing not at random departures, for example a pattern-mixture sensitivity analysis shifting the imputed condom log odds or partner-count distribution relative to the observed-data prediction. Report how the final association changes. Additional informative measurements may make missing at random more credible, but cannot verify it.
Treat the extra measurements as auxiliary variables for multiple imputation. Include alcohol consumption and disease history as predictors in both the and conditional distributions, together with age, sex and the other incomplete response. If these auxiliary variables themselves have missing entries, give them appropriate models and update them within the same multiple imputation by chained equations sweeps. Preserve observed entries throughout.
Useful auxiliary measurements can improve predictions, precision and the plausibility of missing at random. Their association with the missing responses reduces uncertainty in the imputed values; association with nonresponse may explain some selection that otherwise depends on unobserved values. This can reduce selection bias under the enlarged missing at random model and reduce between-imputation variance. It does not guarantee elimination of missing not at random dependence. They need not be added to the final substantive logistic regression merely because they help imputation: the final analysis should still estimate its intended association.
MAR is plausible if clinic withdrawal is driven by recorded QoL, observed side effects, treatment, and other measured history. It is doubtful if patients leave because of an unrecorded deterioration, an imminent recovery, treatment toxicity not included in the analysis, or dissatisfaction that predicts their unseen 12-month QoL. The large dropout fraction makes such missing not at random mechanisms a serious concern, so MAR should be supported by rich predictors and sensitivity analysis rather than assumed without examination.
Specify distributions of measurements separately by observation pattern and vary assumptions about unseen values that the observed data do not identify. For example, shift the imputed binary-response log odds for nonresponders away from its missing at random prediction and refit the substantive analysis. This investigates missing not at random departures rather than testing them from observed data.
Sequential response selection model Created 2026-10-07 Updated 2026-10-14
Suppose outcome collection stops at the first success or after unsuccessful attempts, and let count unsuccessful attempts. Conditional on the outcome , put . For , the joint density of and an observed is
For , the unobserved outcome is integrated out, giving . These probabilities sum to one by telescoping and integration. Dependence of on models missing not at random. If all are independent of conditional on the regression predictors, the outcome density among responders remains , as required for complete-case analysis of that conditional model.
A response model and a dropout model share latent random effects. Conditional on those effects and observed predictors, the two processes may be independent, yet marginally dropout is missing not at random because the shared effects also predict unseen outcomes. Joint likelihood fitting integrates the product of both models over the shared effects; integrating the outcome model alone is insufficient. This is an explicit identifying model, and its latent-dependence assumptions should be assessed by sensitivity analysis.