Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support

A Test of Missing Completely at Random for Multivariate Data with Missing Values

Roderick J. A. Little
Journal of the American Statistical Association
Vol. 83, No. 404 (Dec., 1988), pp. 1198-1202
DOI: 10.2307/2290157
Stable URL: http://www.jstor.org/stable/2290157
Page Count: 5
  • Download ($14.00)
  • Cite this Item
If you need an accessible version of this item please contact JSTOR User Support
A Test of Missing Completely at Random for Multivariate Data with Missing Values
Preview not available

Abstract

A common concern when faced with multivariate data with missing values is whether the missing data are missing completely at random (MCAR); that is, whether missingness depends on the variables in the data set. One way of assessing this is to compare the means of recorded values of each variable between groups defined by whether other variables in the data set are missing or not. Although informative, this procedure yields potentially many correlated statistics for testing MCAR, resulting in multiple-comparison problems. This article proposes a single global test statistic for MCAR that uses all of the available data. The asymptotic null distribution is given, and the small-sample null distribution is derived for multivariate normal data with a monotone pattern of missing data. The test reduces to a standard t test when the data are bivariate with missing data confined to a single variable. A limited simulation study of empirical sizes for the test applied to normal and nonnormal data suggests that the test is conservative for small samples.

Page Thumbnails

  • Thumbnail: Page 
1198
    1198
  • Thumbnail: Page 
1199
    1199
  • Thumbnail: Page 
1200
    1200
  • Thumbnail: Page 
1201
    1201
  • Thumbnail: Page 
1202
    1202