Missing Data Mechanisms ======================= Three types of missingness (Rubin, 1976): MCAR: Missing Completely at Random ----------------------------------- **Definition**: Probability of missingness is the same for all observations. Mathematically: :math:`P(R | Y_{obs}, Y_{mis}) = P(R)` **Example**: Data lost due to random computer error. **For MICE**: Complete case analysis is unbiased under MCAR, but MICE improves efficiency. MAR: Missing at Random ---------------------- **Definition**: Probability of missingness depends on observed data but not on the missing values themselves. Mathematically: :math:`P(R | Y_{obs}, Y_{mis}) = P(R | Y_{obs})` **Example**: Younger people less likely to report income (age observed, income missing). **For MICE**: This is the key assumption. MICE produces valid results under MAR. MNAR: Missing Not at Random ---------------------------- **Definition**: Probability of missingness depends on the unobserved (missing) values. **Example**: People with higher incomes less likely to report income. **For MICE**: MICE may produce biased results under MNAR. Consider sensitivity analyses. Practical Implications ---------------------- **Making MAR plausible**: Include variables that: - Predict missingness - Correlate with incomplete variables - Help explain why data is missing See :doc:`../user_guide/understanding_missing_data` for practical guidance.